c

io.citrine.lolo.bags

SinglePredictionBaggedResult

case class SinglePredictionBaggedResult(predictions: Seq[PredictionResult[Double]], NibIn: Vector[Vector[Int]], bias: Option[Double] = None, rescale: Double = 1.0, disableBootstrap: Boolean = false) extends BaggedResult[Double] with RegressionResult with Product with Serializable

Container with model-wise predictions at a single input point. Assuming a single input allows for performance optimizations and more readable code. See MultiPredictionBaggedResult for a generic implementation.

predictions

for each constituent model

NibIn

the sample matrix as (N_models x N_training)

bias

model to use for estimating bias

Linear Supertypes
Serializable, Product, Equals, RegressionResult, BaggedResult[Double], PredictionResult[Double], AnyRef, Any
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Inherited
  1. SinglePredictionBaggedResult
  2. Serializable
  3. Product
  4. Equals
  5. RegressionResult
  6. BaggedResult
  7. PredictionResult
  8. AnyRef
  9. Any
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Visibility
  1. Public
  2. Protected

Instance Constructors

  1. new SinglePredictionBaggedResult(predictions: Seq[PredictionResult[Double]], NibIn: Vector[Vector[Int]], bias: Option[Double] = None, rescale: Double = 1.0, disableBootstrap: Boolean = false)

    predictions

    for each constituent model

    NibIn

    the sample matrix as (N_models x N_training)

    bias

    model to use for estimating bias

Value Members

  1. final def !=(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##: Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. val NibIn: Vector[Vector[Int]]
  5. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  6. val bias: Option[Double]
  7. def clone(): AnyRef
    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.CloneNotSupportedException]) @native()
  8. val disableBootstrap: Boolean
  9. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  10. def finalize(): Unit
    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.Throwable])
  11. def getBias(): Option[Seq[Double]]

    **EXPERIMENTAL** Get the estimated bias of each prediction, if possible

    **EXPERIMENTAL** Get the estimated bias of each prediction, if possible

    The bias is signed and can be subtracted from the prediction to improve accuracy. See https://en.wikipedia.org/wiki/Bias%E2%80%93variance_tradeoff

    It is unclear if this method will be a stable member of the interface. It should be reviewed before the next formal release.

    Definition Classes
    RegressionResult
  12. final def getClass(): Class[_ <: AnyRef]
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  13. def getExpected(): Seq[Double]

    Return the ensemble average or maximum vote

    Return the ensemble average or maximum vote

    returns

    expected value of each prediction

    Definition Classes
    SinglePredictionBaggedResultPredictionResult
  14. def getGradient(): Option[Seq[Vector[Double]]]

    Average the gradients from the models in the ensemble

    Average the gradients from the models in the ensemble

    returns

    the gradient of each prediction as a vector of doubles

    Definition Classes
    BaggedResultPredictionResult
  15. def getImportanceScores(): Option[Seq[Seq[Double]]]

    The importances are computed as an average of bias-corrected jackknife-after-bootstrap and infinitesimal jackknife methods

    The importances are computed as an average of bias-corrected jackknife-after-bootstrap and infinitesimal jackknife methods

    returns

    training row scores of each prediction

    Definition Classes
    SinglePredictionBaggedResultPredictionResult
  16. def getInfluenceScores(actuals: Seq[Any]): Option[Seq[Seq[Double]]]

    Get the improvement (positive) or damage (negative) due to each training row on a prediction

    Get the improvement (positive) or damage (negative) due to each training row on a prediction

    actuals

    to assess the improvement or damage against

    returns

    Sequence (over predictions) of sequence (over training rows) of influence

    Definition Classes
    PredictionResult
  17. def getQuantile(quantile: Double, observational: Boolean = true): Option[Seq[Double]]
    Definition Classes
    RegressionResult
  18. def getQuantileMean(quantile: Double): Option[Seq[Double]]

    Get a quantile from the distribution of predicted means, if possible

    Get a quantile from the distribution of predicted means, if possible

    The distribution for which these quantiles are computed should have zero-mean (i.e. no bias)

    quantile

    to get, taken between 0.0 and 1.0 (i.e. not a percentile)

    Definition Classes
    RegressionResult
  19. def getStdDevMean(): Option[Seq[Double]]

    Get the standard deviation of the distribution of predicted mean observations, if possible

    Get the standard deviation of the distribution of predicted mean observations, if possible

    The variation is due to the finite size of the training data, which can be thought of as being sampled from some training data distribution. This statistic is related to the variance in the bias-variance trade-off https://en.wikipedia.org/wiki/Bias%E2%80%93variance_tradeoff

    Definition Classes
    SinglePredictionBaggedResultRegressionResult
  20. def getStdDevObs(): Option[Seq[Double]]

    Get the standard deviation of the distribution of predicted observations, if possible

    Get the standard deviation of the distribution of predicted observations, if possible

    Observations of the predicted variable are expected to have a stddev that matches this value. This statistic is related to the https://en.wikipedia.org/wiki/Prediction_interval It does not include estimated bias, even if the regression result contains a bias estimate.

    Definition Classes
    SinglePredictionBaggedResultRegressionResult
  21. def getTotalError(): Option[Seq[Double]]

    Get the expected error of the predicted mean observations, if possible

    Get the expected error of the predicted mean observations, if possible

    The mean of a large sample of repeated observations are expected to have a root mean squared error of the mean that matches this value. This statistic is related to the https://en.wikipedia.org/wiki/Confidence_interval This statistic includes the contribution of the estimated bias. E.g., for a normal distribution of predicted means, the total error is sqrt(bias**2 + variance)

    Definition Classes
    RegressionResult
  22. def getTotalErrorObs(): Option[Seq[Double]]

    Get the expected error of the observations, if possible

    Get the expected error of the observations, if possible

    This statistic is related to the https://en.wikipedia.org/wiki/Prediction_interval This statistic includes the contribution of the estimated bias. E.g., for a normal distribution of predicted means, the total error is sqrt(bias**2 + variance).

    Definition Classes
    RegressionResult
  23. def getTotalErrorQuantile(quantile: Double): Option[Seq[Double]]

    Get a quantile from the distribution of predicted means, if possible

    Get a quantile from the distribution of predicted means, if possible

    The distribution for which these quantiles are computed could be biased, e.g. if the bias is estimated but not corrected.

    quantile

    to get, taken between 0.0 and 1.0 (i.e. not a percentile)

    Definition Classes
    RegressionResult
  24. def getTotalErrorQuantileObs(quantile: Double): Option[Seq[Double]]

    Get a quantile from the distribution of predicted observations, if possible

    Get a quantile from the distribution of predicted observations, if possible

    Observations of the predicted variable are inferred to have a distribution with this quantile. This statistic is related to the https://en.wikipedia.org/wiki/Prediction_interval getObsQuantile(0.5) is a central statistic for the estimated bias, if the bias is estimated but not corrected.

    quantile

    to get, taken between 0.0 and 1.0 (i.e. not a percentile)

    Definition Classes
    RegressionResult
  25. def getUncertainty(observational: Boolean): Option[Seq[Any]]

    For the sake of parity, we were using this method

    For the sake of parity, we were using this method

    observational

    whether the uncertainty should account for observational uncertainty

    returns

    uncertainty of each prediction

    Definition Classes
    SinglePredictionBaggedResultRegressionResultPredictionResult
  26. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  27. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  28. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  29. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  30. def numPredictions: Int

    The number of inputs that have been predicted on (NOT the number of bagged models).

    The number of inputs that have been predicted on (NOT the number of bagged models).

    Definition Classes
    SinglePredictionBaggedResultBaggedResult
  31. val predictions: Seq[PredictionResult[Double]]
  32. def productElementNames: Iterator[String]
    Definition Classes
    Product
  33. val rescale: Double
  34. final def synchronized[T0](arg0: => T0): T0
    Definition Classes
    AnyRef
  35. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException])
  36. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException])
  37. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException]) @native()

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from RegressionResult

Inherited from BaggedResult[Double]

Inherited from PredictionResult[Double]

Inherited from AnyRef

Inherited from Any

Ungrouped