s.GAMSEL: Regularized Generalized Additive Model (GAMSEL) [C, R]

Description

Trains a GAMSEL using gamsel::gamsel and validates it. Input will be used to create a formula of the form: $$y = s(x_{1}, k) + s(x_{2}, k) + ... + s(x_{n}, k)$$

Usage

s.GAMSEL(x, y = NULL, x.test = NULL, y.test = NULL, x.name = NULL,
  y.name = NULL, data = NULL, data.test = NULL, ipw = TRUE,
  ipw.type = 2, upsample = FALSE, upsample.seed = NULL,
  num.lambda = 50, lambda = NULL, family = NULL, degrees = 10,
  gamma = 0.4, dfs = 5, tol = 1e-04, max.iter = 2000,
  parallel = FALSE, cleanup = TRUE, verbose = TRUE, trace = 0,
  print.plot = TRUE, plot.fitted = NULL, plot.predicted = NULL,
  plot.theme = getOption("rt.fit.theme", "lightgrid"),
  na.action = na.exclude, question = NULL, n.cores = rtCores,
  outdir = NULL, save.mod = ifelse(!is.null(outdir), TRUE, FALSE), ...)

Arguments

Numeric vector or matrix / data frame of features i.e. independent variables

Numeric vector of outcome, i.e. dependent variable

x.test

Numeric vector or matrix / data frame of testing set features Columns must correspond to columns in x

y.test

Numeric vector of testing set outcome

x.name

Character: Name for feature set

y.name

Character: Name for outcome

ipw

Logical: If TRUE, apply inverse probability weighting (for Classification only). Note: If weights are provided, ipw is not used. Default = TRUE

ipw.type

Integer 0, 1, 2 1: class.weights as in 0, divided by max(class.weights) 2: class.weights as in 0, divided by min(class.weights) Default = 2

upsample

Logical: If TRUE, upsample cases to balance outcome classes (for Classification only) Caution: upsample will randomly sample with replacement if the length of the majority class is more than double the length of the class you are upsampling, thereby introducing randomness

upsample.seed

Integer: If provided, will be used to set the seed during upsampling. Default = NULL (random seed)

family

Error distribution and link function. See stats::family

verbose

Logical: If TRUE, print summary to screen.

trace

Integer: If higher than 0, will print more information to the console. Default = 0

print.plot

Logical: if TRUE, produce plot using mplot3 Takes precedence over plot.fitted and plot.predicted

plot.fitted

Logical: if TRUE, plot True (y) vs Fitted

plot.predicted

Logical: if TRUE, plot True (y.test) vs Predicted. Requires x.test and y.test

plot.theme

String: "zero", "dark", "box", "darkbox"

na.action

How to handle missing values. See ?na.fail

question

String: the question you are attempting to answer with this model, in plain language.

outdir

Path to output directory. If defined, will save Predicted vs. True plot, if available, as well as full model output, if save.mod is TRUE

save.mod

Logical. If TRUE, save all output as RDS file in outdir save.mod is TRUE by default if an outdir is defined. If set to TRUE, and no outdir is defined, outdir defaults to paste0("./s.", mod.name)

...

Additional arguments to be passed to mgcv::gam

Integer. Number of bases for smoothing spline

Value

rtMod

Description

Usage

Arguments

Value

See Also