MachineShop (version 2.8.0)

SuperModel: Super Learner Model

Description

Fit a super learner model to predictions from multiple base learners.

Usage

SuperModel(
  ...,
  model = GBMModel,
  control = MachineShop::settings("control"),
  all_vars = FALSE
)

Arguments

...

model functions, function names, calls, or vector of these to serve as base learners.

model

model function, function name, or call defining the super model.

control

control function, function name, or call defining the resampling method to be employed for the estimation of base learner weights.

all_vars

logical indicating whether to include the original predictor variables in the super model.

Value

SuperModel class object that inherits from MLModel.

Details

Response Types:

factor, numeric, ordered, Surv

References

van der Lann, M.J., Hubbard A.E. (2007) Super Learner. Statistical Applications in Genetics and Molecular Biology, 6(1).

See Also

fit, resample

Examples

# NOT RUN {
## Requires prior installation of suggested packages gbm and glmnet to run

model <- SuperModel(GBMModel, SVMRadialModel, GLMNetModel(lambda = 0.01))
model_fit <- fit(sale_amount ~ ., data = ICHomes, model = model)
predict(model_fit, newdata = ICHomes)
# }
# NOT RUN {
# }