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ecpolley / SuperLearner

Current version of the SuperLearner R package
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is it possible pass coefficients learned by CVsuperlearner to Superlearner ? #117

Closed caprone closed 5 years ago

caprone commented 5 years ago

CV.SuperLearner seems does not return 'superlearner' model, right? (then it's impossible to exploit cv_sl for predictions on new dataset); then, ther's way to pass returned coefficients by CVsuperlearner to SuperLearner?

in this way would avoid a further cross validation in Superlearner to estimate "same" coefficients.

thanks

ecpolley commented 5 years ago

The CV.SuperLearner function is a helper function if you want to estimate the expected performance of the super learner and algorithms in the associated library. CV.SuperLearner isn't the main function to estimate a super learner predictor, that would be the SuperLearner function.

CV.SuperLearner returns V (default is 10) super learner estimates on subsamples of your dataset, but doesn't estimate the super learner on the entire dataset.

caprone commented 5 years ago

Ok thanks; then I can also estimate algorithms's coefficients in Superlearner by cvControl method instead using CV.SuperLearner

ecpolley commented 5 years ago

Yes, SuperLearner is the function to use to estimate the coefficients. This function utilizes V-fold cross-validation to estimate the algorithm coefficients and also estimates each individual algorithm on the full provided dataset to be able to construct a super learner predictor.