Cross-Validated GLM with Elastic Net Regularization Survival Learner

Generalized linear models with elastic net regularization. Calls glmnet::cv.glmnet() from package glmnet.

Details

This learner returns two prediction types:

1. lp: a vector of linear predictors (relative risk scores), one per observation. Calculated using glmnet::predict.cv.glmnet().

2. distr: a survival matrix in two dimensions, where observations are represented in rows and time points in columns. Calculated using glmnet::survfit.cv.glmnet(). Parameters stype and ctype relate to how lp predictions are transformed into survival predictions and are described in survival::survfit.coxph(). By default the Breslow estimator is used.

Custom mlr3 parameters

• family is set to "cox" and cannot be changed.

Dictionary

This Learner can be instantiated via the dictionary mlr_learners or with the associated sugar function lrn():

mlr_learners$get("surv.cv_glmnet")
lrn("surv.cv_glmnet")

Meta Information

• Task type: “surv”

• Predict Types: “crank”, “distr”, “lp”

• Feature Types: “logical”, “integer”, “numeric”

• Required Packages: mlr3, mlr3proba, mlr3extralearners, glmnet

Parameters

Id	Type	Default	Levels	Range
alignment	character	lambda	lambda, fraction	-
alpha	numeric	1		\([0, 1]\)
big	numeric	9.9e+35		\((-\infty, \infty)\)
devmax	numeric	0.999		\([0, 1]\)
dfmax	integer	-		\([0, \infty)\)
eps	numeric	1e-06		\([0, 1]\)
epsnr	numeric	1e-08		\([0, 1]\)
exclude	untyped	-		-
exmx	numeric	250		\((-\infty, \infty)\)
fdev	numeric	1e-05		\([0, 1]\)
foldid	untyped	NULL		-
gamma	untyped	-		-
grouped	logical	TRUE	TRUE, FALSE	-
intercept	logical	TRUE	TRUE, FALSE	-
keep	logical	FALSE	TRUE, FALSE	-
lambda	untyped	-		-
lambda.min.ratio	numeric	-		\([0, 1]\)
lower.limits	untyped	-Inf		-
maxit	integer	100000		\([1, \infty)\)
mnlam	integer	5		\([1, \infty)\)
mxit	integer	100		\([1, \infty)\)
mxitnr	integer	25		\([1, \infty)\)
nfolds	integer	10		\([3, \infty)\)
nlambda	integer	100		\([1, \infty)\)
offset	untyped	NULL		-
newoffset	untyped	-		-
parallel	logical	FALSE	TRUE, FALSE	-
penalty.factor	untyped	-		-
pmax	integer	-		\([0, \infty)\)
pmin	numeric	1e-09		\([0, 1]\)
prec	numeric	1e-10		\((-\infty, \infty)\)
predict.gamma	numeric	gamma.1se		\((-\infty, \infty)\)
relax	logical	FALSE	TRUE, FALSE	-
s	numeric	lambda.1se		\([0, \infty)\)
standardize	logical	TRUE	TRUE, FALSE	-
standardize.response	logical	FALSE	TRUE, FALSE	-
thresh	numeric	1e-07		\([0, \infty)\)
trace.it	integer	0		\([0, 1]\)
type.gaussian	character	-	covariance, naive	-
type.logistic	character	Newton	Newton, modified.Newton	-
type.measure	character	deviance	deviance, C	-
type.multinomial	character	ungrouped	ungrouped, grouped	-
upper.limits	untyped	Inf		-
stype	integer	2		\([1, 2]\)
ctype	integer	-		\([1, 2]\)

References

Friedman J, Hastie T, Tibshirani R (2010). “Regularization Paths for Generalized Linear Models via Coordinate Descent.” Journal of Statistical Software, 33(1), 1--22. doi:10.18637/jss.v033.i01 .

See also

• Dictionary of Learners: mlr3::mlr_learners.

• as.data.table(mlr_learners) for a table of available Learners in the running session (depending on the loaded packages).

• Chapter in the mlr3book: https://mlr3book.mlr-org.com/basics.html#learners

• mlr3learners for a selection of recommended learners.

• mlr3cluster for unsupervised clustering learners.

• mlr3pipelines to combine learners with pre- and postprocessing steps.

• mlr3tuning for tuning of hyperparameters, mlr3tuningspaces for established default tuning spaces.

Author

be-marc

Super classes

mlr3::Learner -> mlr3proba::LearnerSurv -> LearnerSurvCVGlmnet

Methods

Public methods

• LearnerSurvCVGlmnet$new()

• LearnerSurvCVGlmnet$selected_features()

• LearnerSurvCVGlmnet$clone()

Inherited methods

• mlr3::Learner$base_learner()
• mlr3::Learner$format()
• mlr3::Learner$help()
• mlr3::Learner$predict()
• mlr3::Learner$predict_newdata()
• mlr3::Learner$print()
• mlr3::Learner$reset()
• mlr3::Learner$train()

---

Method new()

Creates a new instance of this R6 class.

Usage

LearnerSurvCVGlmnet$new()

---

Method selected_features()

Returns the set of selected features as reported by glmnet::predict.glmnet() with type set to "nonzero".

Usage

LearnerSurvCVGlmnet$selected_features(lambda = NULL)

Arguments

lambda

(numeric(1))
Custom lambda, defaults to the active lambda depending on parameter set.

Returns

(character()) of feature names.

---

Method clone()

The objects of this class are cloneable with this method.

Usage

LearnerSurvCVGlmnet$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

learner = mlr3::lrn("surv.cv_glmnet")
print(learner)
#> <LearnerSurvCVGlmnet:surv.cv_glmnet>: Regularized Generalized Linear Model
#> * Model: -
#> * Parameters: list()
#> * Packages: mlr3, mlr3proba, mlr3extralearners, glmnet
#> * Predict Types:  [crank], distr, lp
#> * Feature Types: logical, integer, numeric
#> * Properties: selected_features, weights

# available parameters:
learner$param_set$ids()
#>  [1] "alignment"            "alpha"                "big"                 
#>  [4] "devmax"               "dfmax"                "eps"                 
#>  [7] "epsnr"                "exclude"              "exmx"                
#> [10] "fdev"                 "foldid"               "gamma"               
#> [13] "grouped"              "intercept"            "keep"                
#> [16] "lambda"               "lambda.min.ratio"     "lower.limits"        
#> [19] "maxit"                "mnlam"                "mxit"                
#> [22] "mxitnr"               "nfolds"               "nlambda"             
#> [25] "offset"               "newoffset"            "parallel"            
#> [28] "penalty.factor"       "pmax"                 "pmin"                
#> [31] "prec"                 "predict.gamma"        "relax"               
#> [34] "s"                    "standardize"          "standardize.response"
#> [37] "thresh"               "trace.it"             "type.gaussian"       
#> [40] "type.logistic"        "type.measure"         "type.multinomial"    
#> [43] "upper.limits"         "stype"                "ctype"