This learner provides screening of covariates based on the magnitude of their estimated coefficients in a (possibly regularized) GLM.
R6Class object.
Learner object with methods for training and prediction. See
Lrnr_base for documentation on learners.
learnerAn instantiated learner to use for estimating coefficients used in screening.
threshold = 1e-3Minimum size of coefficients to be kept.
max_screen = NULLMaximum number of covariates to be kept.
min_screen = 2Maximum number of covariates to be kept. Only
applicable when supplied learner is a Lrnr_glmnet.
...Other parameters passed to learner.
Other Learners:
Custom_chain,
Lrnr_HarmonicReg,
Lrnr_arima,
Lrnr_bartMachine,
Lrnr_base,
Lrnr_bayesglm,
Lrnr_bilstm,
Lrnr_caret,
Lrnr_cv_selector,
Lrnr_cv,
Lrnr_dbarts,
Lrnr_define_interactions,
Lrnr_density_discretize,
Lrnr_density_hse,
Lrnr_density_semiparametric,
Lrnr_earth,
Lrnr_expSmooth,
Lrnr_gam,
Lrnr_ga,
Lrnr_gbm,
Lrnr_glm_fast,
Lrnr_glmnet,
Lrnr_glm,
Lrnr_grf,
Lrnr_gru_keras,
Lrnr_gts,
Lrnr_h2o_grid,
Lrnr_hal9001,
Lrnr_haldensify,
Lrnr_hts,
Lrnr_independent_binomial,
Lrnr_lightgbm,
Lrnr_lstm_keras,
Lrnr_mean,
Lrnr_multiple_ts,
Lrnr_multivariate,
Lrnr_nnet,
Lrnr_nnls,
Lrnr_optim,
Lrnr_pca,
Lrnr_pkg_SuperLearner,
Lrnr_polspline,
Lrnr_pooled_hazards,
Lrnr_randomForest,
Lrnr_ranger,
Lrnr_revere_task,
Lrnr_rpart,
Lrnr_rugarch,
Lrnr_screener_augment,
Lrnr_screener_correlation,
Lrnr_screener_importance,
Lrnr_sl,
Lrnr_solnp_density,
Lrnr_solnp,
Lrnr_stratified,
Lrnr_subset_covariates,
Lrnr_svm,
Lrnr_tsDyn,
Lrnr_ts_weights,
Lrnr_xgboost,
Pipeline,
Stack,
define_h2o_X(),
undocumented_learner