Highly Adaptive Lasso — lnr_hal • nadir

Highly Adaptive Lasso

Usage

lnr_hal(data, formula, weights = NULL, lambda = NULL, ...)

Arguments

data: A dataframe to train a learner / learners on.
formula: A regression formula to use inside this learner.
weights: Observation weights; see ?lm
lambda: The multiplier parameter for the penalty; see ?glmnet::glmnet
...: Any extra arguments that should be passed to the internal model for model fitting purposes.

Value

A prediction function that accepts newdata, which returns predictions (a numeric vector of values, one for each row of newdata).

See also

learners