Provides a sample function for gpe
.
gpe_sample(sampfrac = 0.5)
Fraction of n
to use for sampling. It is the \(\eta / N\) in Friedman & Popescu (2008).
Returns a function that takes an n
argument for the number of observations and a weights
argument for the case weights. The function returns a vector of indices.
Friedman, J. H., & Popescu, B. E. (2008). Predictive learning via rule ensembles. The Annals of Applied Statistics, 2(3), 916-954.