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isidroc / conformal

Conformal prediction in R
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Does conformal works with glmnet classification? #2

Open ahmed-Q4 opened 7 years ago

ahmed-Q4 commented 7 years ago

Hello Isidro,

Let me start by thank you for sharing this package. I was wondering, for classification, can we use glmnet or is the current version of the package limited to using random forest classification algorithm?

Thank you

isidroc commented 7 years ago

Hi Ahmed, Thanks for your email. In theory it could be used with any ensemble method. However, the package now is limited to RF for the classification setting for a number of reasons: computation cost, predictive power, etc.. if you want to train ensemble methods you can have a look at these packages: https://cran.r-project.org/web/packages/caretEnsemble/vignettes/caretEnsemble-intro.html https://github.com/cambDI/camb Best wishes