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ocf (version 1.0.3)

predict.oml: Prediction Method for oml Objects

Description

Prediction method for class oml.

Usage

# S3 method for oml
predict(object, data = NULL, ...)

Value

Matrix of predictions.

Arguments

object

An oml object.

data

Data set of class data.frame. It must contain the same covariates used to train the base learners. If data is NULL, then object$X is used.

...

Further arguments passed to or from other methods.

Author

Riccardo Di Francesco

Details

If object$learner == "l1", then model.matrix is used to handle non-numeric covariates. If we also have object$scaling == TRUE, then data is scaled to have zero mean and unit variance.

References

  • Di Francesco, R. (2025). Ordered Correlation Forest. Econometric Reviews, 1–17. tools:::Rd_expr_doi("10.1080/07474938.2024.2429596").

See Also

multinomial_ml, ordered_ml

Examples

Run this code
## Generate synthetic data.
set.seed(1986)

data <- generate_ordered_data(100)
sample <- data$sample
Y <- sample$Y
X <- sample[, -1]

## Training-test split.
train_idx <- sample(seq_len(length(Y)), floor(length(Y) * 0.5))

Y_tr <- Y[train_idx]
X_tr <- X[train_idx, ]

Y_test <- Y[-train_idx]
X_test <- X[-train_idx, ]

## Fit ordered machine learning on training sample using two different learners.
ordered_forest <- ordered_ml(Y_tr, X_tr, learner = "forest")
ordered_l1 <- ordered_ml(Y_tr, X_tr, learner = "l1")

## Predict out of sample.
predictions_forest <- predict(ordered_forest, X_test)
predictions_l1 <- predict(ordered_l1, X_test)

## Compare predictions.
cbind(head(predictions_forest), head(predictions_l1))

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