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Provides robust parameter tuning and model training for predictive models applied across data sources where the data distribution varies slightly from source to source. This package implements three primary tuning methods: cross-validation-based internal tuning, external tuning, and the 'RobustTuneC' method. External tuning includes a conservative option where parameters are tuned internally on the training data and validating on an external dataset, providing a slightly pessimistic estimate. It supports Lasso, Ridge, Random Forest, Boosting, and Support Vector Machine classifiers. Currently, only binary classification is supported. The response variable must be the first column of the dataset and a factor with exactly two levels. The tuning methods are based on the paper by Nicole Ellenbach, Anne-Laure Boulesteix, Bernd Bischl, Kristian Unger, and Roman Hornung (2021) "Improved Outcome Prediction Across Data Sources Through Robust Parameter Tuning" <doi:10.1007/s00357-020-09368-z>.
| Version: | 0.1.7 |
| Depends: | R (≥ 3.5.0) |
| Imports: | glmnet, mboost, mlr, ranger, e1071, pROC |
| Published: | 2024-12-16 |
| DOI: | 10.32614/CRAN.package.RobustPrediction |
| Author: | Yuting He [aut, cre], Nicole Ellenbach [ctb], Roman Hornung [ctb] |
| Maintainer: | Yuting He <yutingh19 at gmail.com> |
| License: | GPL-3 |
| URL: | https://github.com/Yuting-He/RobustPrediction |
| NeedsCompilation: | no |
| CRAN checks: | RobustPrediction results |
| Reference manual: | RobustPrediction.pdf |
| Package source: | RobustPrediction_0.1.7.tar.gz |
| Windows binaries: | r-devel: RobustPrediction_0.1.7.zip, r-release: RobustPrediction_0.1.7.zip, r-oldrel: RobustPrediction_0.1.7.zip |
| macOS binaries: | r-release (arm64): RobustPrediction_0.1.7.tgz, r-oldrel (arm64): RobustPrediction_0.1.7.tgz, r-release (x86_64): RobustPrediction_0.1.7.tgz, r-oldrel (x86_64): RobustPrediction_0.1.7.tgz |
| Old sources: | RobustPrediction archive |
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