| createWeightBasedSearchControl {Cyclops} | R Documentation |
Create a Cyclops control object that supports in- / out-of-sample hyperparameter search using weights
Description
createWeightBasedSearchControl creates a Cyclops control object for use with fitCyclopsModel
that supports hyperparameter optimization through an auto-search where weight = 1 identifies in-sample observations
and weight = 0 identifies out-of-sample observations.
Usage
createWeightBasedSearchControl(cvType = "auto", initialValue = 1, ...)
Arguments
cvType |
Must equal "auto" |
initialValue |
Initial value for auto-search parameter |
... |
Additional parameters passed through to |
Value
A Cyclops prior object of class inheriting from "cyclopsControl"
for use with fitCyclopsModel.
[Package Cyclops version 3.4.1 Index]