get_coef_path {sgboost}

Path of aggregated and raw coefficients in a sparse-group boosting model

Description

Computes the aggregated coefficients from group and individual baselearners for each boosting iteration.

Usage

get_coef_path(sgb_model)

Arguments

sgb_model

Model of type mboost to compute the coefficient path for .

Details

in a sparse-group boosting models a variable in a dataset can be selected as an individual variable or as a group. Therefore there can be two associated effect sizes for the same variable. This function aggregates both and returns it in a data.frame for each boosting iteration

Value

List of data.frames containing the a data.frame ⁠$raw⁠ with the variable and the raw (Regression) coefficients and the data.frame ⁠$aggregated⁠ with the aggregated (Regression) coefficients.

See Also

get_coef()

Examples

library(mboost)
library(dplyr)
set.seed(1)
df <- data.frame(
  x1 = rnorm(100), x2 = rnorm(100), x3 = rnorm(100),
  x4 = rnorm(100), x5 = runif(100)
)
df <- df %>%
  mutate_all(function(x) {
    as.numeric(scale(x))
  })
df$y <- df$x1 + df$x4 + df$x5
group_df <- data.frame(
  group_name = c(1, 1, 1, 2, 2),
  var_name = c("x1", "x2", "x3", "x4", "x5")
)

sgb_formula <- create_formula(alpha = 0.3, group_df = group_df)
sgb_model <- mboost(formula = sgb_formula, data = df)
sgb_coef_path <- get_coef_path(sgb_model)