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A LearnerLCE models the surrogate-performance curve f(b) as Gaussian on a link scale: g(f(b)) ~ Normal(mu, sigma^2). The link g maps the support of the target metric to the whole real line, so that a location-scale normal on the link scale induces a sensibly-shaped, support-respecting predictive distribution on the natural scale (e.g. log-normal for non-negative losses, logit-normal for [0, 1] scores).

This is not a general distribution object: the predictive is always "normal on a link scale", carried by the plain numeric response / se columns of a PredictionLCE. Only the link g varies. All links are monotone increasing maps from their support to the reals, so quantiles and tail probabilities map through g / g^{-1} without sign bookkeeping.

A link is a plain list with elements name, transform (g), inverse (g^{-1}), and support (the natural-scale interval g maps to the reals). Retrieve one by name with lce_link(). The built-in links are:

  • "identity": support (-Inf, Inf). For unbounded metrics.

  • "log": support (0, Inf). For non-negative losses (MAE, RMSE, MSE); induces a log-normal predictive.

  • "logit": support (0, 1). For bounded scores (accuracy, AUC); induces a logit-normal predictive.

lce_link_from_range() picks a sensible link name from a metric's theoretical range: "log" for (0, Inf), "logit" for (0, 1), and "identity" otherwise. This expresses the idea that the link belongs to the target metric, but the choice is never applied silently: a TaskLCE uses whatever link it was constructed with ("identity" by default).

Usage

lce_link(name)

lce_link_from_range(range)

Arguments

name

(character(1))
Name of a registered link.

range

(numeric(2))
Theoretical lower and upper bound of the metric.

Value

A link (named list).

lce_link_from_range() returns a character(1) link name.