Evaluates a grid of configurations and picks the one maximizing a stability-based score, optionally penalized by complexity. Designed to be lightweight and robust.
Usage
tune_sb_gamlss(
config_grid,
base_args,
score_lambda = 0,
B_small = 30,
metric = c("stability", "deviance"),
K = 3,
progress = TRUE
)Arguments
- config_grid
a list of named lists, each containing a subset of sb_gamlss args (e.g., list(engine="grpreg", engine_sigma="sgl", grpreg_penalty="grLasso", sgl_alpha=0.9))
- base_args
a named list of arguments passed to
sb_gamlss()common to all configs- score_lambda
Numeric; complexity penalty weight for stability metric.
- B_small
number of bootstraps to use during tuning (defaults to 30)
- metric
Character;
"stability"or"deviance"(K-fold CV).- K
Integer; folds for deviance CV.
- progress
Logical; show progress bar across configs.