mlr_measures_ci_ncv {mlr3inferr} | R Documentation |
Nested CV CI
Description
Confidence Intervals based on ResamplingNestedCV
, including bias-correction.
This inference method can only be applied to decomposable losses.
Parameters
Those from MeasureAbstractCi
, as well as:
-
bias
::logical(1)
Whether to do bias correction. This is initialized toTRUE
. IfFALSE
, the outer iterations are used for the point estimate and no bias correction is applied.
Super classes
mlr3::Measure
-> mlr3inferr::MeasureAbstractCi
-> MeasureCiNestedCV
Methods
Public methods
Inherited methods
Method new()
Creates a new instance of this R6 class.
Usage
MeasureCiNestedCV$new(measure)
Arguments
measure
(
Measure
orcharacter(1)
)
A measure of ID of a measure.
Method clone()
The objects of this class are cloneable with this method.
Usage
MeasureCiNestedCV$clone(deep = FALSE)
Arguments
deep
Whether to make a deep clone.
References
Bates, Stephen, Hastie, Trevor, Tibshirani, Robert (2024). “Cross-validation: what does it estimate and how well does it do it?” Journal of the American Statistical Association, 119(546), 1434–1445.
Examples
ci_ncv = msr("ci.ncv", "classif.acc")
ci_ncv