Calibrate Stability-Selection Parameters — calibrate_stability_selection • SelectBoost.FDA

Runs grouped stability selection over a grid of subsampling fractions and cutoff values.

Usage

calibrate_stability_selection(
  design,
  selector = "group_lasso",
  sample_fraction_grid = c(0.5, 0.632, 0.75),
  cutoff_grid = c(0.6, 0.75, 0.9),
  keep_fits = FALSE,
  seed = NULL,
  ...
)

Arguments

design: An fda_design object.
selector: Base selector passed to fit_stability().
sample_fraction_grid: Candidate subsampling fractions.
cutoff_grid: Candidate cutoff values.
keep_fits: Should the fitted objects be stored in the result?
seed: Optional seed used to create deterministic per-grid seeds.
...: Additional arguments passed to fit_stability().

Value

An object of class fda_calibration_grid.