oscar.pareto.visu {oscar}

Visualize oscar model pareto front

Description

Visualization function for showing the pareto front for cardinality 'k' and model goodness metric, either from goodness-of-fit or from cross-validation

Usage

oscar.pareto.visu(
  fit,
  cv,
  xval = "cost",
  weak = FALSE,
  summarize = mean,
  add = FALSE,
  ...
)

Arguments

fit

Fit oscar S4-object

cv

A cross-validation matrix as produced by oscar.cv; if CV is not provided, then goodness-of-fit from fit object itself is used rather than cross-validation generalization metric

xval

The x-axis to construct pareto front based on; by default 'cost' vector for features/kits, can also be 'cardinality'/'k'

weak

If weak pareto-optimality is allowed; by default FALSE.

summarize

Function that summarizes over cross-validation folds; by default, this is the mean over the k-folds.

add

If the fit should be added on top of an existing plot; in that case leaving out labels etc. By default new plot is called.

...

Additional parameters provided for the plotting functions

Value

This is a plotting function that does not return anything, but instead draws on an existing or a new graphics device.

Examples

if(interactive()){
  data(ex)
  fit <- oscar(x=ex_X, y=ex_Y, k=ex_K, w=ex_c, family='cox')
  fit_cv <- oscar.cv(fit, fold = 10, seed = 123)
  opar <- par(mfrow=c(1,2))
  oscar.pareto.visu(fit=fit) # Model goodness-of-fit
  oscar.pareto.visu(fit=fit, cv=fit_cv) # Model cross-validation performance
  par(opar)
}