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rtemis (version 0.79)

s.QRNN: Quantile Regression Neural Network [R]

Description

Train an ensemble of Neural Networks to perform Quantile Regression using qrnn

Usage

s.QRNN(x, y = NULL, x.test = NULL, y.test = NULL, x.name = NULL,
  y.name = NULL, n.hidden = 1, tau = 0.5, n.ensemble = 5,
  iter.max = 5000, n.trials = 5, bag = TRUE, lower = -Inf,
  eps.seq = 2^(-8:-32), Th = qrnn::sigmoid,
  Th.prime = qrnn::sigmoid.prime, penalty = 0, trace = T,
  print.plot = TRUE, plot.fitted = NULL, plot.predicted = NULL,
  plot.theme = getOption("rt.fit.theme", "lightgrid"), question = NULL,
  rtclass = NULL, verbose = TRUE, outdir = NULL,
  save.mod = ifelse(!is.null(outdir), TRUE, FALSE), ...)

Arguments

x

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

y

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

n.hidden

Integer. Number of hidden nodes

tau

Float. tau-quantile. Defaults to .5

n.ensemble

Integer. Number of NNs to train

iter.max

Integer. Max N of iteration of the optimization algorithm

n.trials

Integer. N of trials. Used to avoid local minima

bag

Logical. Should bagging be used?

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"

question

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

rtclass

String: Class type to use. "S3", "S4", "RC", "R6"

verbose

Logical: If TRUE, print summary to screen.

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 qrnn::qrnn.fit

See Also

elevate for external cross-validation

Other Supervised Learning: s.ADABOOST, s.ADDTREE, s.BART, s.BAYESGLM, s.BRUTO, s.C50, s.CART, s.CTREE, s.DA, s.ET, s.EVTREE, s.GAM.default, s.GAM.formula, s.GAMSEL, s.GAM, s.GBM3, s.GBM, s.GLMNET, s.GLM, s.GLS, s.H2ODL, s.H2OGBM, s.H2ORF, s.IRF, s.KNN, s.LDA, s.LM, s.MARS, s.MLRF, s.MXN, s.NBAYES, s.NLA, s.NLS, s.NW, s.POLYMARS, s.PPR, s.PPTREE, s.QDA, s.RANGER, s.RFSRC, s.RF, s.SGD, s.SPLS, s.SVM, s.TFN, s.XGBLIN, s.XGB