Cross-validated AuditorFitter from a Learner

CVLearnerAuditorFitter returns the cross-validated predictions instead of the in-sample predictions.

Available data is cut into complementary subsets (folds). For each subset out-of-sample predictions are received by training a model on all other subsets and predicting afterwards on the left-out subset.

Value

AuditorFitter

list with items

• corr: pseudo-correlation between residuals and learner prediction.

• l: the trained learner.

Functions

• CVTreeAuditorFitter: Cross-Validated auditor based on rpart

• CVRidgeAuditorFitter: Cross-Validated auditor based on glmnet

See also

Other AuditorFitter: LearnerAuditorFitter, SubgroupAuditorFitter, SubpopAuditorFitter

Other AuditorFitter: LearnerAuditorFitter, SubgroupAuditorFitter, SubpopAuditorFitter

Other AuditorFitter: LearnerAuditorFitter, SubgroupAuditorFitter, SubpopAuditorFitter

Super class

mcboost::AuditorFitter -> CVLearnerAuditorFitter

Public fields

learner

CVLearnerPredictor
Learner used for fitting residuals.

Methods

Public methods

• CVLearnerAuditorFitter$new()

• CVLearnerAuditorFitter$fit()

• CVLearnerAuditorFitter$clone()

Inherited methods

• mcboost::AuditorFitter$fit_to_resid()

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Method new()

Define a CVAuditorFitter from a learner. Available instantiations:
CVTreeAuditorFitter (rpart) and CVRidgeAuditorFitter (glmnet). See mlr3pipelines::PipeOpLearnerCV for more information on cross-validated learners.

Usage

CVLearnerAuditorFitter$new(learner, folds = 3L)

Arguments

learner

mlr3::Learner
Regression Learner to use.

folds

integer
Number of folds to use for PipeOpLearnerCV. Defaults to 3.

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Method fit()

Fit the cross-validated learner and compute correlation

Usage

CVLearnerAuditorFitter$fit(data, resid, mask)

Arguments

data

data.table
Features.

resid

numeric
Residuals (of same length as data).

mask

integer
Mask applied to the data. Only used for SubgroupAuditorFitter.

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Method clone()

The objects of this class are cloneable with this method.

Usage

CVLearnerAuditorFitter$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Super classes

mcboost::AuditorFitter -> mcboost::CVLearnerAuditorFitter -> CVTreeAuditorFitter

Methods

Public methods

• CVTreeAuditorFitter$new()

• CVTreeAuditorFitter$clone()

Inherited methods

• mcboost::AuditorFitter$fit_to_resid()
• mcboost::CVLearnerAuditorFitter$fit()

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Method new()

Define a cross-validated AuditorFitter from a rpart learner See mlr3pipelines::PipeOpLearnerCV for more information on cross-validated learners.

Usage

CVTreeAuditorFitter$new()

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Method clone()

The objects of this class are cloneable with this method.

Usage

CVTreeAuditorFitter$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Super classes

mcboost::AuditorFitter -> mcboost::CVLearnerAuditorFitter -> CVRidgeAuditorFitter

Methods

Public methods

• CVRidgeAuditorFitter$new()

• CVRidgeAuditorFitter$clone()

Inherited methods

• mcboost::AuditorFitter$fit_to_resid()
• mcboost::CVLearnerAuditorFitter$fit()

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Method new()

Define a cross-validated AuditorFitter from a glmnet learner. See mlr3pipelines::PipeOpLearnerCV for more information on cross-validated learners.

Usage

CVRidgeAuditorFitter$new()

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Method clone()

The objects of this class are cloneable with this method.

Usage

CVRidgeAuditorFitter$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.