Package 'nlpred'

Compute one of the terms of the efficient influence function

Description

Compute one of the terms of the efficient influence function

Usage

.Dy(full_long_data, y)

Arguments

full_long_data	A long form data set
y	Which portion of the EIF to compute

Value

Vector of one piece of EIF evaluated at estimates in full_long_data

---

An estimating function for cvAUC

Description

An estimating function for cvAUC

Usage

.estim_fn(auc = 0.5, prediction_list, gn)

Arguments

auc	The value of auc to find root for
prediction_list	Entry in prediction_list
gn	Marginal probability of outcome

Value

A numeric value of the estimating function evaluated at current auc estimate.

---

An estimating function for cvAUC with initial estimates generated via nested cross-validation

Description

An estimating function for cvAUC with initial estimates generated via nested cross-validation

Usage

.estim_fn_nested_cv(auc = 0.5, prediction_list, folds, gn, K)

Arguments

auc	The value of auc to find root for
prediction_list	Entry in prediction_list
folds	Cross-validation folds
gn	Marginal probability of outcome
K	Number of CV folds

Value

A numeric value of the estimating function evaluated at current auc estimate.

---

Compute the AUC given the cdf and pdf of psi

Description

See ?.get_psi_distribution to understand expected input format

Usage

.get_auc(dist_y0, dist_y1)

Arguments

dist_y0	Distribution of psi given Y = 0
dist_y1	Distribution of psi given Y = 1

Value

Numeric value of AUC

---

Helper function to turn prediction_list into CV estimate of SCRNP

Description

Helper function to turn prediction_list into CV estimate of SCRNP

Usage

.get_cv_estim(prediction_list, sens, gn, quantile_type = 8, ...)

Arguments

prediction_list	Properly formatted list of predictions.
sens	The sensitivity constraint.
gn	The marginal probability that Y = 1.
quantile_type	The type of quantile estimate to use.
...	Other options (not currently used)

---

Function to estimate density needed to evaluate standard errors.

Description

Function to estimate density needed to evaluate standard errors.

Usage

.get_density(
  x,
  c0,
  bounded_kernel = FALSE,
  x_name = "train_pred",
  y_name = "train_y",
  nested_cv = FALSE,
  prediction_list = NULL,
  folds = NULL,
  maxDens = 1000,
  ...
)

Arguments

x	An entry in prediction_list.
c0	The point at which the density estimate is evaluated.
bounded_kernel	Should a bounded kernel be used? Default is FALSE.
x_name	Name of variable to compute density of.
y_name	Name of variable to stratify density computation on.
nested_cv	Use nested CV to estimate density?
prediction_list	Properly formatted list of predictions.
folds	Cross-validation fold assignments.
maxDens	The maximum allowed value for the density.
...	Other options (not currently used)

---

Helper function to get quantile for a single training fold data when nested CV is used.

Description

Helper function to get quantile for a single training fold data when nested CV is used.

Usage

.get_nested_cv_quantile(x, p, prediction_list, folds, quantile_type = 8)

Arguments

x	An entry in prediction_list.
p	The quantile to get.
prediction_list	Properly formatted list of predictions.
folds	Cross-validation fold assignments.
quantile_type	The type of quantile estimate to use.

---

Helper function to get results for a single cross-validation fold

Description

Helper function to get results for a single cross-validation fold

Usage

.get_one_fold(x, sens, gn, quantile_type = 8, ...)

Arguments

x	An entry in prediction_list.
sens	The sensitivity constraint.
gn	An estimate of the marginal probability that Y = 1.
quantile_type	The type of quantile estimate to use.
...	Other options (not currently used)

---

Worker function for fitting prediction functions (possibly in parallel)

Description

Worker function for fitting prediction functions (possibly in parallel)

Usage

.get_predictions(
  learner,
  Y,
  X,
  K = 10,
  folds,
  parallel,
  nested_cv = FALSE,
  nested_K = K - 1
)

Arguments

learner	The wrapper to use
Y	The outcome
X	The predictors
K	The number of folds
folds	Vector of CV fold assignments
parallel	Whether to compute things in parallel using future
nested_cv	Is nested CV being used?
nested_K	How many folds of nested CV?

Value

A list of the result of the wrapper executed in each fold

---

Compute the conditional (given Y = y) estimated distribution of psi

Description

Compute the conditional (given Y = y) estimated distribution of psi

Usage

.get_psi_distribution(x, y, epsilon = 0)

Arguments

x	An entry in the output from .get_predictions
y	What value of Y to compute dist. est.
epsilon	A vector of estimated coefficients form tmle fluctuation submodels.

Value

A data.frame with the distribution of psi given Y = y with names psix (what value estimates are evaluated at), dFn (density estimates), Fn (cdf estimates)

---

Compute the conditional (given Y = y) CV-estimated distribution of psi

Description

Compute the conditional (given Y = y) CV-estimated distribution of psi

Usage

.get_psi_distribution_nested_cv(x, y, prediction_list, folds, epsilon = 0)

Arguments

x	The outer validation fold withheld
y	What value of Y to compute dist. est.
prediction_list	List output from .get_predictions.
folds	Cross validation fold indicator.
epsilon	A vector of estimated coefficients form tmle fluctuation submodels.

Value

A data.frame with the distribution of psi given Y = y with names psix (what value estimates are evaluated at), dFn (density estimates), Fn (cdf estimates)

---

Helper function to get quantile for a single training fold data when nested CV is NOT used.

Description

Helper function to get quantile for a single training fold data when nested CV is NOT used.

Usage

.get_quantile(x, p, quantile_type = 8)

Arguments

x	An entry in prediction_list.
p	The quantile to get.
quantile_type	The type of quantile estimate to use.

---

Worker function to make long form data set needed for CVTMLE targeting step

Description

Worker function to make long form data set needed for CVTMLE targeting step

Usage

.make_long_data(
  x,
  gn,
  update = FALSE,
  epsilon_0 = 0,
  epsilon_1 = 0,
  tol = 0.001
)

Arguments

x	An entry in the "predictions list" that has certain named values (see ?.get_predictions)
gn	An estimate of the probability that Y = 1.
update	A boolean of whether this is called for initial construction of the long data set or as part of the targeting loop. If the former, empirical "density" estimates are used. If the latter these are derived from the targeted cdf.
epsilon_0	If update = TRUE, a vector of TMLE fluctuation parameter estimates used to add the CDF and PDF of Psi(X) to the data set.
epsilon_1	Same as for epsilon_0.
tol	A truncation level when taking logit transformations.

Value

A long form data list of a particular set up. Columns are named id (multiple rows per observation in validation sample), u (if Yi = 0, these are the values of psi(x) in the training sample for obs with Y = 1, if Yi = 1, these are values of psi(x) in the training sample for obs. with Y = 0), Yi (this observation's value of Y), Fn (estimated value of the cdf of psi(X) given Y = Yi in the training sample), dFn (estimated value of the density of psi(X) given Y = (1-Yi) in the training sample), psi (the value of this observations Psihat(P_n,B_n^0)), gn (estimate of marginal of Y e.g., computed in whole sample), outcome (indicator that psix <= u), logit_Fn (the cdf estimate on the logit scale, needed for offset in targeting model).

---

Worker function to make long form data set needed for CVTMLE targeting step when nested cv is used

Description

Worker function to make long form data set needed for CVTMLE targeting step when nested cv is used

Usage

.make_long_data_nested_cv(
  x,
  prediction_list,
  folds,
  gn,
  update = FALSE,
  epsilon_0 = 0,
  epsilon_1 = 0,
  tol = 0.001
)

Arguments

x	The outer validation fold
prediction_list	The full prediction list
folds	Vector of CV folds
gn	An estimate of the marginal dist. of Y
update	Boolean of whether this is called for initial construction of the long data set or as part of the targeting loop. If the former, cross-validated empirical "density" estimates are used. If the latter these are derived from the targeted cdf.
epsilon_0	If update = TRUE, a vector of TMLE fluctuation parameter estimates used to add the CDF and PDF of Psi(X) to the data set
epsilon_1	Ditto above
tol	A truncation level when taking logit transformations.

Value

A long form data list of a particular set up. Columns are named id (multiple per obs. in validation sample), u (if Yi = 0, these are the unique values of psi(x) in the inner validation samples for psi fit on inner training samples for obs with Y = 1, if Yi = 1, these are values of psi(x) in the inner validation samples for psi fit on inner training samples for obs. with Y = 0), Yi (this id's value of Y), Fn (cross-validation estimated value of the cdf of psi(X) given Y = Yi in the training sample), dFn (cross-validated estimate of the density of psi(X) given Y = (1-Yi) in the training sample), psi (the value of this observations Psihat(P_n,B_n^0)), gn (estimate of marginal of Y e.g., computed in whole sample), outcome (indicator that psix <= u), logit_Fn (the cdf estimate on the logit scale, needed for offset in targeting model).

---

Helper function for making data set in proper format for CVTMLE

Description

Helper function for making data set in proper format for CVTMLE

Usage

.make_targeting_data(
  x,
  prediction_list,
  quantile_list,
  density_list,
  folds,
  nested_cv = FALSE,
  gn
)

Arguments

x	A numeric identifier of which entry in prediction_list to operate on.
prediction_list	Properly formatted list of predictions.
quantile_list	List of estimated quantile for each fold.
density_list	List of density estimates for each fold.
folds	Cross-validation fold assignments.
nested_cv	A boolean indicating whether nested CV was used in estimation.
gn	An estimate of the marginal probability that Y = 1.

---

Unexported function from cvAUC package

Description

Unexported function from cvAUC package

Usage

.process_input(
  predictions,
  labels,
  label.ordering = NULL,
  folds = NULL,
  ids = NULL,
  confidence = NULL
)

Arguments

predictions	A vector, matrix, list, or data frame containing the predictions.
labels	A vector, matrix, list, or data frame containing the true class labels. Must have the same dimensions as predictions.
label.ordering	The default ordering of the classes can be changed by supplying a vector containing the negative and the positive class label (negative label first, positive label second).
folds	If specified, this must be a vector of fold ids equal in length to predictions and labels, or a list of length V (for V-fold cross-validation) of vectors of indexes for the observations contained in each fold. The folds argument must only be specified if the predictions and labels arguments are vectors.
ids	Vector of ids
confidence	confidence interval level

---

adult

Description

The "Adult" data set from UCI machine learning repository. Raw data have been processed and an outcome column added.

Details

Description (copied from UCI):

Extraction was done by Barry Becker from the 1994 Census database. A set of reasonably clean records was extracted using the following conditions: ((AAGE>16) && (AGI>100) && (AFNLWGT>1)&& (HRSWK>0))

Prediction task is to determine whether a person makes over 50K a year (column outcome).

Listing of attributes:

>50K, <=50K

age: continuous.

workclass: Private, Self-emp-not-inc, Self-emp-inc, Federal-gov, Local-gov, State-gov, Without-pay, Never-worked.

fnlwgt: continuous.

education: Bachelors, Some-college, 11th, HS-grad, Prof-school, Assoc-acdm, Assoc-voc, 9th, 7th-8th, 12th, Masters, 1st-4th, 10th, Doctorate, 5th-6th, Preschool.

education-num: continuous.

marital-status: Married-civ-spouse, Divorced, Never-married, Separated, Widowed, Married-spouse-absent, Married-AF-spouse.

occupation: Tech-support, Craft-repair, Other-service, Sales, Exec-managerial, Prof-specialty, Handlers-cleaners, Machine-op-inspct, Adm-clerical, Farming-fishing, Transport-moving, Priv-house-serv, Protective-serv, Armed-Forces.

relationship: Wife, Own-child, Husband, Not-in-family, Other-relative, Unmarried.

race: White, Asian-Pac-Islander, Amer-Indian-Eskimo, Other, Black.

sex: Female, Male.

capital-gain: continuous.

capital-loss: continuous.

hours-per-week: continuous.

native-country: United-States, Cambodia, England, Puerto-Rico, Canada, Germany, Outlying-US(Guam-USVI-etc), India, Japan, Greece, South, China, Cuba, Iran, Honduras, Philippines, Italy, Poland, Jamaica, Vietnam, Mexico, Portugal, Ireland, France, Dominican-Republic, Laos, Ecuador, Taiwan, Haiti, Columbia, Hungary, Guatemala, Nicaragua, Scotland, Thailand, Yugoslavia, El-Salvador, Trinadad&Tobago, Peru, Hong, Holand-Netherlands.

Source

https://archive.ics.uci.edu/ml/datasets/Adult

References

http://robotics.stanford.edu/~ronnyk/nbtree.pdf

---

bank

Description

Bank data from UCI Machine Learning Repository. The raw bank data have been processed and an outcome column added.

Details

Description (copied from UCI):

The data is related with direct marketing campaigns of a Portuguese banking institution. The marketing campaigns were based on phone calls. Often, more than one contact to the same client was required, in order to access if the product (bank term deposit) would be ('yes') or not ('no') subscribed. There are four datasets:

1) (included in predtmle) bank-additional-full.csv with all examples (41188) and 20 inputs, ordered by date (from May 2008 to November 2010), very close to the data analyzed in [Moro et al., 2014]

2) bank-additional.csv with 10% of the examples (4119), randomly selected from 1), and 20 inputs.

3) bank-full.csv with all examples and 17 inputs, ordered by date (older version of this dataset with less inputs).

4) bank.csv with 10% of the examples and 17 inputs, randomly selected from 3 (older version of this dataset with less inputs).

The smallest datasets are provided to test more computationally demanding machine learning algorithms (e.g., SVM). The classification goal is to predict if the client will subscribe (yes/no) a term deposit (variable y).

Attribute Information:

Input variables:

# bank client data:

1 - age (numeric)

2 - job : type of job (categorical: 'admin.','blue-collar','entrepreneur','housemaid','management','retired','self-employed','services','student','technician','unemployed','unknown')

3 - marital : marital status (categorical: 'divorced','married','single','unknown'; note: 'divorced' means divorced or widowed)

4 - education (categorical: 'basic.4y','basic.6y','basic.9y','high.school','illiterate','professional.course','university.degree','unknown')

5 - default: has credit in default? (categorical: 'no','yes','unknown') 6 - housing: has housing loan? (categorical: 'no','yes','unknown')

7 - loan: has personal loan? (categorical: 'no','yes','unknown')

# related with the last contact of the current campaign:

8 - contact: contact communication type (categorical: 'cellular','telephone')

9 - month: last contact month of year (categorical: 'jan', 'feb', 'mar', ..., 'nov', 'dec')

10 - day_of_week: last contact day of the week (categorical: 'mon','tue','wed','thu','fri')

11 - duration: last contact duration, in seconds (numeric). Important note: this attribute highly affects the output target (e.g., if duration=0 then y='no'). Yet, the duration is not known before a call is performed. Also, after the end of the call y is obviously known. Thus, this input should only be included for benchmark purposes and should be discarded if the intention is to have a realistic predictive model.

# other attributes:

12 - campaign: number of contacts performed during this campaign and for this client (numeric, includes last contact)

13 - pdays: number of days that passed by after the client was last contacted from a previous campaign (numeric; 999 means client was not previously contacted)

14 - previous: number of contacts performed before this campaign and for this client (numeric)

15 - poutcome: outcome of the previous marketing campaign (categorical: 'failure','nonexistent','success')

# social and economic context attributes

16 - emp.var.rate: employment variation rate - quarterly indicator (numeric)

17 - cons.price.idx: consumer price index - monthly indicator (numeric)

18 - cons.conf.idx: consumer confidence index - monthly indicator (numeric)

19 - euribor3m: euribor 3 month rate - daily indicator (numeric)

20 - nr.employed: number of employees - quarterly indicator (numeric)

Output variable (desired target):

21 - y - has the client subscribed a term deposit? (binary: 'yes','no')

Source

https://archive.ics.uci.edu/ml/datasets/Bank+Marketing

References

S. Moro, P. Cortez and P. Rita. A Data-Driven Approach to Predict the Success of Bank Telemarketing. Decision Support Systems, Elsevier, 62:22-31, June 2014

---

Compute the bootstrap-corrected estimator of AUC.

Description

This estimator is computed by re-sampling with replacement (i.e., bootstrap sampling) from the data. The AUC is computed for the learner trained on the full data. The AUC is then computed for the learner trained on each bootstrap sample. The average difference between the full data-trained learner and the bootstrap-trained learner is computed to estimate the bias in the full-data-estimated AUC. The final estimate of AUC is given by the difference in the full-data AUC and the estimated bias.

Usage

boot_auc(Y, X, B = 500, learner = "glm_wrapper", correct632 = FALSE, ...)

Arguments

Y	A numeric vector of outcomes, assume to equal 0 or 1.
X	A data.frame of variables for prediction.
B	The number of bootstrap samples.
learner	A wrapper that implements the desired method for building a prediction algorithm. See ?glm_wrapper or read the package vignette for more information on formatting learners.
correct632	A boolean indicating whether to use the .632 correction.
...	Other options, not currently used.

Value

A list with $auc as the bootstrap-corrected AUC estimate and $n_valid_boot as the number of bootstrap of bootstrap samples where learner successfully executed.

Examples

# simulate data
X <- data.frame(x1 = rnorm(50))
Y <- rbinom(50, 1, plogis(X$x1))
# compute lpo_auc for logistic regression 
# use small B for fast run
boot <- boot_auc(Y = Y, X = X, B = 25, learner = "glm_wrapper")

---

Compute the bootstrap-corrected estimator of SCRNP.

Description

This estimator is computed by re-sampling with replacement (i.e., bootstrap sampling) from the data. The SCRNP is computed for the learner trained on the full data. The SCRNP is then computed for the learner trained on each bootstrap sample. The average difference between the full data-trained learner and the bootstrap-trained learner is computed to estimate the bias in the full-data-estimated SCRNP. The final estimate of SCRNP is given by the difference in the full-data SCRNP and the estimated bias.

Usage

boot_scrnp(
  Y,
  X,
  B = 200,
  learner = "glm_wrapper",
  sens = 0.95,
  correct632 = FALSE,
  ...
)

Arguments

Y	A numeric vector of outcomes, assume to equal 0 or 1.
X	A data.frame of variables for prediction.
B	The number of bootstrap samples.
learner	A wrapper that implements the desired method for building a prediction algorithm. See ?glm_wrapper or read the package vignette for more information on formatting learners.
sens	The sensitivity constraint to use.
correct632	A boolean indicating whether to use the .632 correction.
...	Other options, not currently used.

Value

A list with $scrnp the bootstrap-corrected estimate of SCRNP and $n_valid_boot as the number of bootstrap of bootstrap samples where learner successfully executed.

Examples

# simulate data
X <- data.frame(x1 = rnorm(50))
Y <- rbinom(50, 1, plogis(X$x1))
# compute bootstrap estimate of scrnp for logistic regression
# use small B for fast run
boot <- boot_scrnp(Y = Y, X = X, B = 25, learner = "glm_wrapper")

---

Cardiotocography

Description

Cardiotocography data from UCI machine learning repository. Raw data have been cleaned and an outcome column added that is a binary variable of predicting NSP (described below) = 2.

Details

Data Set Information: 2126 fetal cardiotocograms (CTGs) were automatically processed and the respective diagnostic features measured. The CTGs were also classified by three expert obstetricians and a consensus classification label assigned to each of them. Classification was both with respect to a morphologic pattern (A, B, C. ...) and to a fetal state (N, S, P). Therefore the dataset can be used either for 10-class or 3-class experiments.

Attribute Information:

LB - FHR baseline (beats per minute)

AC - # of accelerations per second

FM - # of fetal movements per second

UC - # of uterine contractions per second

DL - # of light decelerations per second

DS - # of severe decelerations per second

DP - # of prolongued decelerations per second

ASTV - percentage of time with abnormal short term variability

MSTV - mean value of short term variability

ALTV - percentage of time with abnormal long term variability

MLTV - mean value of long term variability

Width - width of FHR histogram

Min - minimum of FHR histogram

Max - Maximum of FHR histogram

Nmax - # of histogram peaks

Nzeros - # of histogram zeros

Mode - histogram mode

Mean - histogram mean

Median - histogram median

Variance - histogram variance

Tendency - histogram tendency

CLASS - FHR pattern class code (1 to 10)

NSP - fetal state class code (N=normal; S=suspect; P=pathologic)

Source

https://archive.ics.uci.edu/ml/datasets/Cardiotocography

References

Ayres de Campos et al. (2000) SisPorto 2.0 A Program for Automated Analysis of Cardiotocograms. J Matern Fetal Med 5:311-318

---

ci.cvAUC_withIC

Description

This function is nearly verbatim ci.cvAUC from the cvAUC package. The only difference is that it additionally returns estimated influence functions.

Usage

ci.cvAUC_withIC(
  predictions,
  labels,
  label.ordering = NULL,
  folds = NULL,
  confidence = 0.95
)

Arguments

predictions	A vector, matrix, list, or data frame containing the predictions.
labels	A vector, matrix, list, or data frame containing the true class labels. Must have the same dimensions as predictions.
label.ordering	The default ordering of the classes can be changed by supplying a vector containing the negative and the positive class label (negative label first, positive label second).
folds	If specified, this must be a vector of fold ids equal in length to predictions and labels, or a list of length V (for V-fold cross-validation) of vectors of indexes for the observations contained in each fold. The folds argument must only be specified if the predictions and labels arguments are vectors.
confidence	number between 0 and 1 that represents confidence level.

Value

A list containing the following named elements:

cvAUC	Cross-validated area under the curve estimate.
se	Standard error.
ci	A vector of length two containing the upper and lower bounds for the confidence interval.
confidence	A number between 0 and 1 representing the confidence.
ic	A vector of the influence function evaluated at observations.

---

Estimates of CVAUC

Description

This function computes K-fold cross-validated estimates of the area under the receiver operating characteristics (ROC) curve (hereafter, AUC). This quantity can be interpreted as the probability that a randomly selected case will have higher predicted risk than a randomly selected control.

Usage

cv_auc(
  Y,
  X,
  K = 10,
  learner = "glm_wrapper",
  nested_cv = TRUE,
  nested_K = K - 1,
  parallel = FALSE,
  max_cvtmle_iter = 10,
  cvtmle_ictol = 1/length(Y),
  prediction_list = NULL,
  ...
)

Arguments

Y	A numeric vector of outcomes, assume to equal 0 or 1.
X	A data.frame or matrix of variables for prediction.
K	The number of cross-validation folds (default is 10).
learner	A wrapper that implements the desired method for building a prediction algorithm. See See ?glm_wrapper or read the package vignette for more information on formatting learners.
nested_cv	A boolean indicating whether nested cross validation should be used to estimate the distribution of the prediction function. Default (TRUE) is best choice for aggressive learner's, while FALSE is reasonable for smooth learner's (e.g., logistic regression).
nested_K	If nested cross validation is used, how many inner folds should there be? Default (K-1) affords quicker computation by reusing training fold learner fits.
parallel	A boolean indicating whether prediction algorithms should be trained in parallel. Default to FALSE.
max_cvtmle_iter	Maximum number of iterations for the bias correction step of the CV-TMLE estimator (default 10).
cvtmle_ictol	The CV-TMLE will iterate max_cvtmle_iter is reached or mean of cross-validated efficient influence function is less than cvtmle_ictol.
prediction_list	For power users: a list of predictions made by learner that has a format compatible with cvauc.
...	Other arguments, not currently used

Details

To estimate the AUC of a particular prediction algorithm, K-fold cross-validation is commonly used: data are partitioned into K distinct groups and the prediction algorithm is developed using K-1 of these groups. In standard K-fold cross-validation, the AUC of this prediction algorithm is estimated using the remaining fold. This can be problematic when the number of observations is small or the number of cross-validation folds is large.

Here, we estimate relevant nuisance parameters in the training sample and use the validation sample to perform some form of bias correction – either through cross-validated targeted minimum loss-based estimation, estimating equations, or one-step estimation. When aggressive learning algorithms are applied, it is necessary to use an additional layer of cross-validation in the training sample to estimate the nuisance parameters. This is controlled via the nested_cv option below.

Value

An object of class "cvauc".

est_cvtmle

cross-validated targeted minimum loss-based estimator of K-fold CV AUC

iter_cvtmle

iterations needed to achieve convergence of CVTMLE algorithm

cvtmle_trace

the value of the CVTMLE at each iteration of the targeting algorithm

se_cvtmle

estimated standard error based on targeted nuisance parameters

est_init

plug-in estimate of CV AUC where nuisance parameters are estimated in the training sample

est_empirical

the standard K-fold CV AUC estimator

se_empirical

estimated standard error for the standard estimator

est_onestep

cross-validated one-step estimate of K-fold CV AUC

se_onestep

estimated standard error for the one-step estimator

est_esteq

cross-validated estimating equations estimate of K-fold CV AUC

se_esteq

estimated standard error for the estimating equations estimator (same as for one-step)

folds

list of observation indexes in each validation fold

ic_cvtmle

influence function evaluated at the targeted nuisance parameter estimates

ic_onestep

influence function evaluated at the training-fold-estimated nuisance parameters

ic_esteq

influence function evaluated at the training-fold-estimated nuisance parameters

ic_empirical

influence function evaluated at the validation-fold estimated nuisance parameters

prediction_list

a list of output from the cross-validated model training; see the individual wrapper function documentation for further details

Examples

# simulate data
n <- 200
p <- 10
X <- data.frame(matrix(rnorm(n*p), nrow = n, ncol = p))
Y <- rbinom(n, 1, plogis(X[,1] + X[,10]))

# get cv auc estimates for logistic regression
cv_auc_ests <- cv_auc(Y = Y, X = X, K = 5, learner = "glm_wrapper")

# get cv auc estimates for random forest
# using nested cross-validation for nuisance parameter estimation

fit <- cv_auc(Y = Y, X = X, K = 5, 
              learner = "randomforest_wrapper", 
              nested_cv = TRUE)

---

Estimates of CV SCNP

Description

This function computes K-fold cross-validated estimates of estimates of cross-validated sensitivity-constrained rate of negative prediction (SCRNP). This quantity can be interpreted as the rate of negative classification for a fixed constraint on the sensitivity of a prediction algorithm. Thus, if an algorithm has a high SCRNP, it will also have a high positive predictive value.

Usage

cv_scrnp(
  Y,
  X,
  K = 10,
  sens = 0.95,
  learner = "glm_wrapper",
  nested_cv = TRUE,
  nested_K = K - 1,
  parallel = FALSE,
  max_cvtmle_iter = 10,
  cvtmle_ictol = 1/length(Y),
  quantile_type = 8,
  prediction_list = NULL,
  ...
)

Arguments

Y	A numeric vector of outcomes, assume to equal 0 or 1.
X	A data.frame or matrix of variables for prediction.
K	The number of cross-validation folds (default is 10).
sens	The sensitivity constraint imposed on the rate of negative prediction (see description).
learner	A wrapper that implements the desired method for building a prediction algorithm.
nested_cv	A boolean indicating whether nested cross validation should be used to estimate the distribution of the prediction function. Default (TRUE) is best choice for aggressive learner's, while FALSE is reasonable for smooth learner's (e.g., logistic regression).
nested_K	If nested cross validation is used, how many inner folds should there be? Default (K-1) affords quicker computation by reusing training fold learner fits.
parallel	A boolean indicating whether prediction algorithms should be trained in parallel. Default to FALSE.
max_cvtmle_iter	Maximum number of iterations for the bias correction step of the CV-TMLE estimator (default 10).
cvtmle_ictol	The CV-TMLE will iterate max_cvtmle_iter is reached or mean of cross-validated efficient influence function is less than cvtmle_cvtmle_ictol.
quantile_type	Type of quantile estimator to be used. See quantile for description.
prediction_list	For power users: a list of predictions made by learner that has a format compatible with cvauc.
...	Other arguments, not currently used

Details

To estimate the SCRNP using K-fold cross-validation is problematic. If data are partitioned into K distinct groups, depending on the sample size and choice of K, the validation sample may be quite small. In order to estimate SCRNP, we require estimation of a quantile of the predictor's distribution. More extreme quantiles (which correspond to high sensitivity constraints) are difficult to estimate using few observations. Here, we estimate relevant nuisance parameters in the training sample and use the validation sample to perform some form of bias correction – either through cross-validated targeted minimum loss-based estimation, estimating equations, or one-step estimation. When aggressive learning algorithms are applied, it is necessary to use an additional layer of cross-validation in the training sample to estimate the nuisance parameters. This is controlled via the nested_cv option below.

Value

An object of class "scrnp".

est_cvtmle

cross-validated targeted minimum loss-based estimator of K-fold CV AUC

iter_cvtmle

iterations needed to achieve convergence of CVTMLE algorithm

cvtmle_trace

the value of the CVTMLE at each iteration of the targeting algorithm

se_cvtmle

estimated standard error based on targeted nuisance parameters

est_init

plug-in estimate of CV AUC where nuisance parameters are estimated in the training sample

est_empirical

the standard K-fold CV AUC estimator

se_empirical

estimated standard error for the standard estimator

est_onestep

cross-validated one-step estimate of K-fold CV AUC

se_onestep

estimated standard error for the one-step estimator

est_esteq

cross-validated estimating equations estimate of K-fold CV AUC (here, equivalent to one-step, since the estimating equation is linear in SCRNP)

se_esteq

estimated standard error for the estimating equations estimator (same as one-step)

folds

list of observation indexes in each validation fold

ic_cvtmle

influence function evaluated at the targeted nuisance parameter estimates

ic_onestep

influence function evaluated at the training-fold-estimated nuisance parameters

ic_esteq

influence function evaluated at the training-fold-estimated nuisance parameters

ic_empirical

influence function evaluated at the validation-fold estimated nuisance parameters

prediction_list

a list of output from the cross-validated model training; see the individual wrapper function documentation for further details

Examples

# simulate data
n <- 200
p <- 10
X <- data.frame(matrix(rnorm(n*p), nrow = n, ncol = p))
Y <- rbinom(n, 1, plogis(X[,1] + X[,10]))

# estimate cv scrnp of logistic regression
scrnp_ests <- cv_scrnp(Y = Y, X = X, K = 5, 
                       nested_cv = FALSE, 
                       learner = "glm_wrapper")

# estimate cv scrnp of random forest with nested 
# cross-validation for nuisance parameter estimation

scrnp_ests <- cv_scrnp(Y = Y, X = X, K = 5, 
                       nested_cv = TRUE, 
                       learner = "randomforest_wrapper")

---

drugs

Description

"Drug consumption (quantified) Data Set" from UCI Machine Learning Repository. Raw data have been processed and an outcome (heroin use) column added.

Details

Data Set Information (copied from UCI library):

Database contains records for 1885 respondents. For each respondent 12 attributes are known: Personality measurements which include NEO-FFI-R (neuroticism, extraversion, openness to experience, agreeableness, and conscientiousness), BIS-11 (impulsivity), and ImpSS (sensation seeking), level of education, age, gender, country of residence and ethnicity. All input attributes are originally categorical and are quantified. After quantification values of all input features can be considered as real-valued. In addition, participants were questioned concerning their use of 18 legal and illegal drugs (alcohol, amphetamines, amyl nitrite, benzodiazepine, cannabis, chocolate, cocaine, caffeine, crack, ecstasy, heroin, ketamine, legal highs, LSD, methadone, mushrooms, nicotine and volatile substance abuse and one fictitious drug (Semeron) which was introduced to identify over-claimers. For each drug they have to select one of the answers: never used the drug, used it over a decade ago, or in the last decade, year, month, week, or day.

Database contains 18 classification problems. Each of independent label variables contains seven classes: "Never Used", "Used over a Decade Ago", "Used in Last Decade", "Used in Last Year", "Used in Last Month", "Used in Last Week", and "Used in Last Day".

Problem which can be solved:

* Seven class classifications for each drug separately.

* Problem can be transformed to binary classification by union of part of classes into one new class. For example, "Never Used", "Used over a Decade Ago" form class "Non-user" and all other classes form class "User".

* The best binarization of classes for each attribute.

* Evaluation of risk to be drug consumer for each drug.

Detailed description of database and process of data quantification are presented in E. Fehrman, A. K. Muhammad, E. M. Mirkes, V. Egan and A. N. Gorban, "The Five Factor Model of personality and evaluation of drug consumption risk.," arXiv [Web Link], 2015

Paper above solve binary classification problem for all drugs. For most of drugs sensitivity and specificity are greater than 75%.

Source

https://archive.ics.uci.edu/ml/datasets/Drug+consumption+%28quantified%29

References

https://arxiv.org/abs/1506.06297

---

Compute the targeted conditional cumulative distribution of the learner at a point

Description

Compute the targeted conditional cumulative distribution of the learner at a point

Usage

F_nBn_star(psi_x, y, train_pred, train_y, epsilon = 0, tol = 0.001)

Arguments

psi_x	Value to compute conditional (on Y=y) cdf of learner
y	Value of Y to condition on
train_pred	Values of Psi_nBn(X) from training sample
train_y	Values of Y from training sample
epsilon	Vector of fluctuation parameter estimates
tol	Truncation level for logistic transformation

Value

Numeric value of CDF at psi_x

---

Compute the targeted conditional cumulative distribution of the learner at a point where the initial distribution is based on cross validation

Description

Compute the targeted conditional cumulative distribution of the learner at a point where the initial distribution is based on cross validation

Usage

F_nBn_star_nested_cv(
  psi_x,
  y,
  inner_valid_prediction_and_y_list,
  epsilon = 0,
  tol = 0.001
)

Arguments

psi_x	Value to compute conditional (on Y=y) cdf of learner
y	Value of Y to condition on
inner_valid_prediction_and_y_list	A list of predictions and y's from .get_predictions.
epsilon	Vector of fluctuation parameter estimates
tol	A truncation level when taking logit transformations.

Value

Numeric value of CDF at psi_x

---

Helper function for CVTMLE grid search

Description

Helper function for CVTMLE grid search

Usage

fluc_mod_optim_0(epsilon, fld, tol = 0.001)

Arguments

epsilon	Fluctuation parameter
fld	The full_long_data_list object created
tol	Tolerance on predictions close to 0 or 1

Value

A numeric value of negative log-likelihood

---

Helper function for CVTMLE grid search

Description

Helper function for CVTMLE grid search

Usage

fluc_mod_optim_1(epsilon, fld, tol = 0.001)

Arguments

epsilon	Fluctuation parameter
fld	full_long_data_list
tol	Tolerance on predictions close to 0 or 1

Value

A numeric value of negative log-likelihood

---

Wrapper for fitting a logistic regression using glm.

Description

Compatible learner wrappers for this package should have a specific format. Namely they should take as input a list called train that contains named objects $Y and $X, that contain, respectively, the outcomes and predictors in a particular training fold. Other options may be passed in to the function as well. The function must output a list with the following named objects: test_pred = predictions of test$Y based on the learner fit using train$X; train_pred = prediction of train$Y based on the learner fit using train$X; model = the fitted model (only necessary if you desire to look at this model later, not used for internal computations); train_y = a copy of train$Y; test_y = a copy of test$Y.

Usage

glm_wrapper(train, test)

Arguments

train	A list with named objects Y and X (see description).
test	A list with named objects Y and X (see description).

Details

This particular wrapper implements a logistic regression using glm. We refer readers to the original package's documentation for more details.

Value

A list with named objects (see description).

Examples

# simulate data
# make list of training data
train_X <- data.frame(x1 = runif(50))
train_Y <- rbinom(50, 1, plogis(train_X$x1))
train <- list(Y = train_Y, X = train_X)
# make list of test data
test_X <- data.frame(x1 = runif(50))
test_Y <- rbinom(50, 1, plogis(train_X$x1))
test <- list(Y = test_Y, X = test_X)
# fit glm
glm_wrap <- glm_wrapper(train = train, test = test)

---

Wrapper for fitting a lasso using package glmnet.

Description

Compatible learner wrappers for this package should have a specific format. Namely they should take as input a list called train that contains named objects $Y and $X, that contain, respectively, the outcomes and predictors in a particular training fold. Other options may be passed in to the function as well. The function must output a list with the following named objects: test_pred = predictions of test$Y based on the learner fit using train$X; train_pred = prediction of train$Y based on the learner fit using train$X; model = the fitted model (only necessary if you desire to look at this model later, not used for internal computations); train_y = a copy of train$Y; test_y = a copy of test$Y.

Usage

glmnet_wrapper(
  train,
  test,
  alpha = 1,
  nfolds = 5,
  nlambda = 100,
  use_min = TRUE,
  loss = "deviance",
  ...
)

Arguments

train	A list with named objects Y and X (see description).
test	A list with named objects Y and X (see description).
alpha	See glmnet for further description.
nfolds	See glmnet for further description.
nlambda	See glmnet for further description.
use_min	See glmnet for further description.
loss	See glmnet for further description.
...	Other options (passed to cv.glmnet)

Details

This particular wrapper implements glmnet. We refer readers to the original package's documentation for more details.

Value

A list with named objects (see description).

Examples

# load super learner package
library(glmnet)
# simulate data
# make list of training data
train_X <- data.frame(x1 = runif(50), x2 = runif(50))
train_Y <- rbinom(50, 1, plogis(train_X$x1))
train <- list(Y = train_Y, X = train_X)
# make list of test data
test_X <- data.frame(x1 = runif(50), x2 = runif(50))
test_Y <- rbinom(50, 1, plogis(train_X$x1))
test <- list(Y = test_Y, X = test_X)
# fit super learner 
glmnet_wrap <- glmnet_wrapper(train = train, test = test)

---

Compute the leave-pair-out cross-validation estimator of AUC.

Description

This estimator is computed by leaving out a pair of one case (Y = 1) and one control (Y = 0). The learner is trained on the remaining observations and predicted values are obtained for the left-out pair. The estimate is given by the proportion of left-out pairs for which the case had higher predicted risk than the control.

Usage

lpo_auc(Y, X, learner = "glm_wrapper", max_pairs = NULL, parallel = FALSE, ...)

Arguments

Y	A numeric vector of outcomes, assume to equal 0 or 1.
X	A data.frame of variables for prediction.
learner	A wrapper that implements the desired method for building a prediction algorithm. See ?glm_wrapper or read the package vignette for more information on formatting learners.
max_pairs	The maximum number of pairs to leave out.
parallel	A boolean indicating whether prediction algorithms should be trained in parallel. Default to FALSE.
...	Other options (not currently used)

Examples

# simulate data
X <- data.frame(x1 = rnorm(50))
Y <- rbinom(50, 1, plogis(X$x1))
# compute lpo_auc for logistic regression
lpo <- lpo_auc(Y = Y, X = X, learner = "glm_wrapper")

---

Internal function used to perform one bootstrap sample. The function trys to fit learner on a bootstrap sample. If for some reason (e.g., the bootstrap sample contains no observations with Y = 1) the learner fails, then the function returns NA. These NAs are ignored later when computing the bootstrap corrected estimate.

Description

Internal function used to perform one bootstrap sample. The function trys to fit learner on a bootstrap sample. If for some reason (e.g., the bootstrap sample contains no observations with Y = 1) the learner fails, then the function returns NA. These NAs are ignored later when computing the bootstrap corrected estimate.

Usage

one_boot_auc(Y, X, n, correct632, learner)

Arguments

Y	A numeric binary outcome
X	A data.frame of variables for prediction.
n	Number of observations
correct632	A boolean indicating whether to use the .632 correction.
learner	A wrapper that implements the desired method for building a prediction algorithm. See ?glm_wrapper or read the package vignette for more information on formatting learners.

Value

If learner executes successfully, a numeric estimate of AUC on this bootstrap sample. Otherwise the function returns NA.

---

Internal function used to perform one bootstrap sample. The function trys to fit learner on a bootstrap sample. If for some reason (e.g., the bootstrap sample contains no observations with Y = 1) the learner fails, then the function returns NA. These NAs are ignored later when computing the bootstrap corrected estimate.

Description

Internal function used to perform one bootstrap sample. The function trys to fit learner on a bootstrap sample. If for some reason (e.g., the bootstrap sample contains no observations with Y = 1) the learner fails, then the function returns NA. These NAs are ignored later when computing the bootstrap corrected estimate.

Usage

one_boot_scrnp(Y, X, n, correct632, learner, sens)

Arguments

Y	A numeric binary outcome
X	A data.frame of variables for prediction.
n	Number of observations
correct632	A boolean indicating whether to use the .632 correction.
learner	A wrapper that implements the desired method for building a prediction algorithm. See ?glm_wrapper or read the package vignette for more information on formatting learners.
sens	The sensitivity constraint to use.

Value

If learner executes successfully, a numeric estimate of AUC on this bootstrap sample. Otherwise the function returns NA.

---

Print results of cv_auc

Description

Print results of cv_auc

Usage

## S3 method for class 'cvauc'
print(x, ci_level = 0.95, se_type = "std", ...)

Arguments

x	An object of class "cvauc"
ci_level	Level of confidence interval to print. Defaults to 0.95.
se_type	The type of standard error (currently only "std")
...	Other options (not currently used)

---

Print results of cv_scrnp

Description

Print results of cv_scrnp

Usage

## S3 method for class 'scrnp'
print(x, se_type = "std", ci_level = 0.95, ...)

Arguments

x	An object of class "cvauc"
se_type	The type of standard error (currently only "std")
ci_level	Level of confidence interval to print. Defaults to 0.95.
...	Other options (not currently used)

---

Wrapper for fitting a random forest using randomForest.

Description

Compatible learner wrappers for this package should have a specific format. Namely they should take as input a list called train that contains named objects $Y and $X, that contain, respectively, the outcomes and predictors in a particular training fold. Other options may be passed in to the function as well. The function must output a list with the following named objects: test_pred = predictions of test$Y based on the learner fit using train$X; train_pred = prediction of train$Y based on the learner fit using train$X; model = the fitted model (only necessary if you desire to look at this model later, not used for internal computations); train_y = a copy of train$Y; test_y = a copy of test$Y.

Usage

randomforest_wrapper(
  train,
  test,
  mtry = floor(sqrt(ncol(train$X))),
  ntree = 1000,
  nodesize = 1,
  maxnodes = NULL,
  importance = FALSE,
  ...
)

Arguments

train	A list with named objects Y and X (see description).
test	A list with named objects Y and X (see description).
mtry	See randomForest.
ntree	See randomForest.
nodesize	See randomForest.
maxnodes	See randomForest.
importance	See randomForest.
...	Other options (passed to randomForest)

Details

This particular wrapper implements the randomForest ensemble methodology. We refer readers to the original package's documentation for more details.

Value

A list with named objects (see description).

Examples

# simulate data
# make list of training data
train_X <- data.frame(x1 = runif(50))
train_Y <- rbinom(50, 1, plogis(train_X$x1))
train <- list(Y = train_Y, X = train_X)
# make list of test data
test_X <- data.frame(x1 = runif(50))
test_Y <- rbinom(50, 1, plogis(train_X$x1))
test <- list(Y = test_Y, X = test_X)
# fit randomforest 
rf_wrap <- randomforest_wrapper(train = train, test = test)

---

Wrapper for fitting a random forest using ranger.

Description

Compatible learner wrappers for this package should have a specific format. Namely they should take as input a list called train that contains named objects $Y and $X, that contain, respectively, the outcomes and predictors in a particular training fold. Other options may be passed in to the function as well. The function must output a list with the following named objects: test_pred = predictions of test$Y based on the learner fit using train$X; train_pred = prediction of train$Y based on the learner fit using train$X; model = the fitted model (only necessary if you desire to look at this model later, not used for internal computations); train_y = a copy of train$Y; test_y = a copy of test$Y.

Usage

ranger_wrapper(
  train,
  test,
  num.trees = 500,
  mtry = floor(sqrt(ncol(train$X))),
  write.forest = TRUE,
  probability = TRUE,
  min.node.size = 5,
  replace = TRUE,
  sample.fraction = ifelse(replace, 1, 0.632),
  num.threads = 1,
  verbose = TRUE,
  ...
)

Arguments

train	A list with named objects Y and X (see description).
test	A list with named objects Y and X (see description).
num.trees	See ranger.
mtry	See ranger.
write.forest	See ranger.
probability	See ranger.
min.node.size	See ranger.
replace	See ranger.
sample.fraction	See ranger.
num.threads	See ranger.
verbose	See ranger.
...	Other options (passed to ranger)

Details

This particular wrapper implements the ranger ensemble methodology. We refer readers to the original package's documentation for more details.

Value

A list with named objects (see description).

Examples

# simulate data
# make list of training data
train_X <- data.frame(x1 = runif(50))
train_Y <- rbinom(50, 1, plogis(train_X$x1))
train <- list(Y = train_Y, X = train_X)
# make list of test data
test_X <- data.frame(x1 = runif(50))
test_Y <- rbinom(50, 1, plogis(train_X$x1))
test <- list(Y = test_Y, X = test_X)
# fit ranger
rf_wrap <- ranger_wrapper(train = train, test = test)

---

Wrapper for fitting a forward stepwise logistic regression using glm.

Description

Compatible learner wrappers for this package should have a specific format. Namely they should take as input a list called train that contains named objects $Y and $X, that contain, respectively, the outcomes and predictors in a particular training fold. Other options may be passed in to the function as well. The function must output a list with the following named objects: test_pred = predictions of test$Y based on the learner fit using train$X; train_pred = prediction of train$Y based on the learner fit using train$X; model = the fitted model (only necessary if you desire to look at this model later, not used for internal computations); train_y = a copy of train$Y; test_y = a copy of test$Y.

Usage

stepglm_wrapper(train, test)

Arguments

train	A list with named objects Y and X (see description).
test	A list with named objects Y and X (see description).

Details

This particular wrapper implements a forward stepwise logistic regression using glm and step. We refer readers to the original package's documentation for more details.

Value

A list with named objects (see description).

Examples

# simulate data
# make list of training data
train_X <- data.frame(x1 = runif(50))
train_Y <- rbinom(50, 1, plogis(train_X$x1))
train <- list(Y = train_Y, X = train_X)
# make list of test data
test_X <- data.frame(x1 = runif(50))
test_Y <- rbinom(50, 1, plogis(train_X$x1))
test <- list(Y = test_Y, X = test_X)
# fit stepwise glm
step_wrap <- stepglm_wrapper(train = train, test = test)

---

Wrapper for fitting a super learner based on SuperLearner.

Description

Compatible learner wrappers for this package should have a specific format. Namely they should take as input a list called train that contains named objects $Y and $X, that contain, respectively, the outcomes and predictors in a particular training fold. Other options may be passed in to the function as well. The function must output a list with the following named objects: test_pred = predictions of test$Y based on the learner fit using train$X; train_pred = prediction of train$Y based on the learner fit using train$X; model = the fitted model (only necessary if you desire to look at this model later, not used for internal computations); train_y = a copy of train$Y; test_y = a copy of test$Y.

Usage

superlearner_wrapper(train, test, SL.library = c("SL.mean"), ...)

Arguments

train	A list with named objects Y and X (see description).
test	A list with named objects Y and X (see description).
SL.library	SuperLearner library. See SuperLearner for further description.
...	Other options (passed to SuperLearner)

Details

This particular wrapper implements the SuperLearner ensemble methodology. We refer readers to the original package's documentation for more details.

Value

A list with named objects (see description).

Examples

# load super learner package
library(SuperLearner)
# simulate data
# make list of training data
train_X <- data.frame(x1 = runif(50))
train_Y <- rbinom(50, 1, plogis(train_X$x1))
train <- list(Y = train_Y, X = train_X)
# make list of test data
test_X <- data.frame(x1 = runif(50))
test_Y <- rbinom(50, 1, plogis(train_X$x1))
test <- list(Y = test_Y, X = test_X)
# fit super learner 
sl_wrap <- superlearner_wrapper(train = train, 
                                test = test, 
                                SL.library = c("SL.mean","SL.glm"))

---

wine

Description

"Wine Quality" data set from UCI Machine Learning Repository. The red and white wine data sets have been combined with an added attribute for red vs. white.

Details

Data Set Information (copied from UCI):

The two datasets are related to red and white variants of the Portuguese "Vinho Verde" wine. For more details, consult: [Web Link] or the reference [Cortez et al., 2009]. Due to privacy and logistic issues, only physicochemical (inputs) and sensory (the output) variables are available (e.g. there is no data about grape types, wine brand, wine selling price, etc.).

These datasets can be viewed as classification or regression tasks. The classes are ordered and not balanced (e.g. there are munch more normal wines than excellent or poor ones). Outlier detection algorithms could be used to detect the few excellent or poor wines. Also, we are not sure if all input variables are relevant. So it could be interesting to test feature selection methods.

Attribute Information:

For more information, read [Cortez et al., 2009].

Input variables (based on physicochemical tests):

1 - fixed acidity

2 - volatile acidity

3 - citric acid

4 - residual sugar

5 - chlorides

6 - free sulfur dioxide

7 - total sulfur dioxide

8 - density

9 - pH

10 - sulphates

11 - alcohol

Output variable (based on sensory data):

12 - quality (score between 0 and 10)

Source

https://archive.ics.uci.edu/ml/datasets/Wine+Quality

References

P. Cortez, A. Cerdeira, F. Almeida, T. Matos and J. Reis. Modeling wine preferences by data mining from physicochemical properties. In Decision Support Systems, Elsevier, 47(4):547-553, 2009.

https://doi.org/10.1016/j.dss.2009.05.016

---

Wrapper for fitting eXtreme gradient boosting via xgboost

Description

Compatible learner wrappers for this package should have a specific format. Namely they should take as input a list called train that contains named objects $Y and $X, that contain, respectively, the outcomes and predictors in a particular training fold. Other options may be passed in to the function as well. The function must output a list with the following named objects: test_pred = predictions of test$Y based on the learner fit using train$X; train_pred = prediction of train$Y based on the learner fit using train$X; model = the fitted model (only necessary if you desire to look at this model later, not used for internal computations); train_y = a copy of train$Y; test_y = a copy of test$Y.

Usage

xgboost_wrapper(
  test,
  train,
  ntrees = 500,
  max_depth = 4,
  shrinkage = 0.1,
  minobspernode = 2,
  params = list(),
  nthread = 1,
  verbose = 0,
  save_period = NULL
)

Arguments

test	A list with named objects Y and X (see description).
train	A list with named objects Y and X (see description).
ntrees	See xgboost
max_depth	See xgboost
shrinkage	See xgboost
minobspernode	See xgboost
params	See xgboost
nthread	See xgboost
verbose	See xgboost
save_period	See xgboost

Details

This particular wrapper implements eXtreme gradient boosting using xgboost. We refer readers to the original package's documentation for more details.

Value

A list with named objects (see description).

Examples

# simulate data
# make list of training data
train_X <- data.frame(x1 = runif(50))
train_Y <- rbinom(50, 1, plogis(train_X$x1))
train <- list(Y = train_Y, X = train_X)
# make list of test data
test_X <- data.frame(x1 = runif(50))
test_Y <- rbinom(50, 1, plogis(train_X$x1))
test <- list(Y = test_Y, X = test_X)
# fit xgboost
xgb_wrap <- xgboost_wrapper(train = train, test = test)

---