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rr-caretmlr

mlr equivalent of carets model selectionFunction in R


The caret library in R has a hyper-parameter 'selectionFunction' inside trainControl(). It's used to prevent over-fitting models using Breiman's one standard error rule, or tolerance, etc.

Does mlr have an equivalent? If so, which function is it within?


Solution

  • Posting an answer to my own question, I found this..

    Estimate relative overfitting.

    Source: R/relativeOverfitting.R

    Estimates the relative overfitting of a model as the ratio of the difference in test and train performance to the difference of test performance in the no-information case and train performance. In the no-information case the features carry no information with respect to the prediction. This is simulated by permuting features and predictions.

    estimateRelativeOverfitting(
      predish,
      measures,
      task,
      learner = NULL,
      pred.train = NULL,
      iter = 1
    )
    

    Arguments

    • predish - (ResampleDesc ResamplePrediction Prediction) Resampling strategy or resampling prediction or test predictions.
    • measures - (Measure list of Measure) Performance measure(s) to evaluate. Default is the default measure for the task, see here getDefaultMeasure.
    • task - (Task) The task.
    • learner - (Learner character(1)) The learner. If you pass a string the learner will be created via makeLearner.
    • pred.train - (Prediction) Training predictions. Only needed if test predictions are passed.
    • iter - (integer) Iteration number. Default 1, usually you don't need to specify this. Only needed if test predictions are passed.