Function to include prior information as monotonic constrain to
an extreme gradient descent boosting model engine_xgboost. Monotonic
priors enforce directionality in direction of certain variables, however
specifying a monotonic constrain does not guarantee that the variable is not
regularized out during model fitting.
Usage
XGBPrior(variable, hyper = "increasing", ...)
# S4 method for class 'character,character'
XGBPrior(variable, hyper = "increasing", ...)
Arguments
- variable
A character matched against existing predictors or latent
effects.
- hyper
A character object describing the type of constrain. Available
options are 'increasing', 'decreasing', 'positive',
'negative', 'none'.
- ...
Variables passed on to prior object.
References
Chen, T., He, T., Benesty, M., Khotilovich, V., Tang, Y., & Cho, H. (2015).
Xgboost: extreme gradient boosting. R package version 0.4-2, 1(4), 1-4.
See also
Prior and GDBPrior.
Other prior:
BARTPrior(),
BARTPriors(),
BREGPrior(),
BREGPriors(),
GDBPrior(),
GDBPriors(),
GLMNETPrior(),
GLMNETPriors(),
INLAPrior(),
INLAPriors(),
STANPrior(),
STANPriors(),
XGBInteractionPrior(),
XGBInteractionPriors(),
XGBPriors(),
add_priors(),
get_priors(),
priors(),
rm_priors()
Examples
if (FALSE) { # \dontrun{
pp <- XGBPrior("forest", "increasing")
} # }
