caretEnsemble (version 1.0.0)

greedOptRMSE: Greedy optimization of the reduced mean square error

Description

This algorithm optimizes the RMSE for regression models

Usage

greedOptRMSE(X, Y, iter = 100L)

Arguments

X

the matrix of predictors

Y

the dependent variable

iter

an integer for the number of iterations

Value

• A numeric of the weights for each model

Details

If the optimization fails to produce an error term better than the best component model, a message is returned and the best optimization after iterations is returned.

Examples

x <- matrix(runif(10), ncol=2)
y <- runif(5)
greedOptRMSE(x, y, iter = 2L)