plot_path {sgboost}

Coefficient path of a sparse-group boosting model

Description

Shows how the effect sizes change throughout the boosting iterations in a sparse-group boosting model. Works also for a regular mboost models. Color indicates the selection of group or individual variables within a boosting iteration.

Usage

plot_path(sgb_model, max_char_length = 5, base_size = 8)

Arguments

sgb_model

Model of type mboost to be used.

max_char_length

The maximum character length of a predictor to be printed. Default is 5. For long variable names one may adjust this number.

base_size

The base_size argument to be passed to the ggplot2 theme ggplot2::theme_bw to be used to control the overall size of the figure. Default value is 8.

Value

ggplot2 object mapping the effect sizes and variable importance.

See Also

get_coef_path() which this function uses.

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 <- as.formula(create_formula(alpha = 0.4, group_df = group_df))
sgb_model <- mboost(formula = sgb_formula, data = df)
plot_path(sgb_model)