engine {audrex} | R Documentation |
support functions for audrex
Description
support functions for audrex
Usage
engine(
predictors,
target,
booster,
max_depth,
eta,
gamma,
min_child_weight,
subsample,
colsample_bytree,
lambda,
alpha,
n_windows,
patience,
nrounds
)
Arguments
predictors |
A data frame with predictors on columns. |
target |
A numeric vector with target variable. |
booster |
String. Optimization methods available are: "gbtree", "gblinear". Default: "gbtree". |
max_depth |
Positive integer. Look to xgboost documentation for description. A vector with one or two positive integer for the search boundaries. The default value (NULL) sets automatically the values in c(1, 8). |
eta |
Positive numeric. Look to xgboost documentation for description. A vector with one or two positive numeric between (0, 1] for the search boundaries. The default value (NULL) sets automatically the values in c(0, 1). |
gamma |
Positive numeric. Look to xgboost documentation for description. A vector with one or two positive numeric for the search boundaries. The default value (NULL) sets automatically the values in c(0, 100). |
min_child_weight |
Positive numeric. Look to xgboost documentation for description. A vector with one or two positive numeric for the search boundaries. The default value (NULL) sets automatically the values in c(0, 100). |
subsample |
Positive numeric. Look to xgboost documentation for description. A vector with one or two positive numeric between (0, 1] for the search boundaries. The default value (NULL) sets automatically the values in c(0, 1). |
colsample_bytree |
Positive numeric. Look to xgboost documentation for description. A vector with one or two positive numeric between (0, 1] for the search boundaries. The default value (NULL) sets automatically the values in c(0, 1). |
lambda |
Positive numeric. Look to xgboost documentation for description. A vector with one or two positive numeric for the search boundaries. The default value (NULL) sets automatically the values in c(0, 100). |
alpha |
Positive numeric. Look to xgboost documentation for description. A vector with one or two positive numeric for the search boundaries. The default value (NULL) sets automatically the values in c(0, 100). |
n_windows |
Positive integer. Number of (expanding) windows for cross-validation. Default: 3. |
patience |
Positive numeric. Percentage of waiting rounds without improvement before xgboost stops. Default: 0.1 |
nrounds |
Positive numeric. Number of round for the extreme boosting machine. Look to xgboost for description. Default: 100. |
Author(s)
Giancarlo Vercellino giancarlo.vercellino@gmail.com