plot_var_ranks

hist_var_ranks

Plots variables selected in models ranked by variable importance across the
outer folds as well as the final model.

Implements nested k*l-fold cross-validation for lasso and elastic-net regularised linear models via the 'glmnet' package and other machine learning models via the 'caret' package <doi:10.1093/bioadv/vbad048>. Cross-validation of 'glmnet' alpha mixing parameter and embedded fast filter functions for feature selection are provided. Described as double cross-validation by Stone (1977) <doi:10.1111/j.2517-6161.1977.tb01603.x>. Also implemented is a method using outer CV to measure unbiased model performance metrics when fitting Bayesian linear and logistic regression shrinkage models using the horseshoe prior over parameters to encourage a sparse model as described by Piironen & Vehtari (2017) <doi:10.1214/17-EJS1337SI>.

Myles Lewis

nestedcv

Nested Cross-Validation with 'glmnet' and 'caret'

Athina Spiliopoulou

Cankut Cubuk

David Rios Santini

Katriona Goldmann

Ryan C. Thompson

plot_var_ranks function

<dl><dt>x</dt>
<dd>A <code>nestcv.glmnet</code> or <code>nestcv.train</code> fitted object or a list of
these, or a <code>repeatcv</code> object.</dd>
<dt>sort</dt>
<dd>Logical whether to sort variable by mean rank.</dd>
<dt>scheme</dt>
<dd>Optional vector of colours which is passed to
<code><a href="https://ggplot2.tidyverse.org/reference/scale_manual.html">ggplot2::scale_color_manual()</a></code>. The vector is recycled, so a single value
will colour all points in the same colour, while two values will lead to
alternating row colours.</dd>
<dt>cex</dt>
<dd>Scaling for adjusting point spacing. See
<code>ggbeeswarm::geom_beeswarm()</code>.</dd>
<dt>corral.width</dt>
<dd>Numeric specifying width of corral, passed to
<code>geom_beeswarm</code></dd>
<dt>...</dt>
<dd>Optional arguments passed to <code>ggbeeswarm::geom_beeswarm()</code> e.g.
<code>size</code>.</dd></dl>

Arguments

Plot variable importance rankings — plot_var_ranks

<dl>

<dt>x</dt>
<dd>A <code>nestcv.glmnet</code> or <code>nestcv.train</code> fitted object or a list of
these, or a <code>repeatcv</code> object.</dd>


<dt>sort</dt>
<dd>Logical whether to sort variable by mean rank.</dd>


<dt>scheme</dt>
<dd>Optional vector of colours which is passed to
<code><a href='https://ggplot2.tidyverse.org/reference/scale_manual.html'>ggplot2::scale_color_manual()</a></code>. The vector is recycled, so a single value
will colour all points in the same colour, while two values will lead to
alternating row colours.</dd>


<dt>cex</dt>
<dd>Scaling for adjusting point spacing. See
<code>ggbeeswarm::geom_beeswarm()</code>.</dd>


<dt>corral.width</dt>
<dd>Numeric specifying width of corral, passed to
<code>geom_beeswarm</code></dd>


<dt>...</dt>
<dd>Optional arguments passed to <code>ggbeeswarm::geom_beeswarm()</code> e.g.
<code>size</code>.</dd>

</dl>

plot_var_ranks: Plot variable importance rankings

Description

Usage

Value

Arguments