Closed topepo closed 10 months ago
multi_predict()
for glmnet's Cox models for the prediction types "survival"
and "linear_pred"
.todo: type = "time"
for glmnet
possible todo: mboost
Added the remaining prediction types of glmnet models in #282 , and am going to close this issue in favor of a new one specifically for mboost: #290
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With
glmnet
(and maybemboost
) we can get predictions one many values of some tuning parameters without multiple model fits.parsnip
saves those as nested tibbles per row ofnew_data
.This is also how we store the predictions of hazard and survival probabilities.
We might be able to accommodate both by having a single nested for both. For example, for
glmnet
, we would have the full grid ofpenalty
and.time
values with an additional column for the prediction.