Parametric Exponential LCE Learner
Source:R/LearnerLCEParametricExponential.R
mlr_learners_lce.parametric_exponential.RdFits a three-parameter exponential learning curve
$$f(b) = c + a \exp(-k\,b)$$
to the per-batch surrogate performance. Suitable both for performance
measures that grow to an asymptote (a ends up negative) and for loss
measures that decay to an asymptote (a ends up positive).
The curve is fit on the task's lce_link scale, so for a non-identity link
the family above describes g(f(b)) and the natural-scale prediction is
g^{-1} of the fitted curve.
When predict_type = "se" the learner reports two link-scale standard errors:
se_epistemic, the Gauss-Newton delta-method SD of the mean curve (parameter
covariance \(\hat\sigma^2 (H/2)^{-1}\) propagated through the gradient of
f), and se, the total predictive SD sqrt(se_epistemic^2 + sigma2) that
adds the residual variance back. If the Hessian is singular or the residual
degrees of freedom are non-positive, both are NA. Predictive quantiles
(predict_type = "quantiles") are the exact Normal quantiles of that
predictive, back-transformed to the natural scale.
Multiple archive rows belonging to the same batch are collapsed via the
batch-wise mean of target before fitting; ties always agree by
construction when the upstream task was produced by
CallbackSurrogatePerformance.
Creates a new instance of this learner.
Parameters
asymptote_init,amplitude_init,rate_init::numeric(1)
Initial values forc,a, andk. Defaults derived from the training data when unset.rate_lower::numeric(1)
Lower bound for the decay ratek. Initialized to1e-6so the curve stays monotone and the model identifiable.maxit::integer(1)
Maximum optim iterations. Initialized to500.