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sebffischer committed Aug 14, 2024
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1 change: 1 addition & 0 deletions R/MeasureCIHoldout.R
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#' @name mlr_measures_ci_holdout
#' @description
#' Standard holdout CI.
#' This inference method can only be applied to decomposable losses.
#' @section Parameters:
#' Only those from [`MeasureAbstractCi`].
#' @template param_measure
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1 change: 1 addition & 0 deletions R/MeasureCINaiveCV.R
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#' Confidence intervals for cross-validation.
#' The method is asymptotically exact for the so called *Test Error* as defined by Bayle et al. (2020).
#' For the (expected) risk, the confidence intervals tend to be too liberal.
#' This inference method can only be applied to decomposable losses.
#' @section Parameters:
#' Those from [`MeasureAbstractCi`], as well as:
#' * `variance` :: `"all-pairs"` or `"within-fold"`\cr
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1 change: 1 addition & 0 deletions R/MeasureCiNestedCV.R
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#' @name mlr_measures_ci_ncv
#' @description
#' Confidence Intervals based on [`ResamplingNestedCV`][ResamplingNestedCV], including bias-correction.
#' This inference method can only be applied to decomposable losses.
#' @section Parameters:
#' Those from [`MeasureAbstractCi`], as well as:
#' * `bias` :: `logical(1)`\cr
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2 changes: 0 additions & 2 deletions R/zzz.R
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ResamplingPairedSubsampling = "ci.con_z",
ResamplingNestedCV = "ci.ncv"
)

mlr_reflections$measure_properties$regr = c(mlr_reflections$measure_properties$regr, "requires_obs_loss")
}


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2 changes: 1 addition & 1 deletion README.Rmd
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```{r, echo = TRUE}
content = as.data.table(mlr3::mlr_measures, objects = TRUE)[startsWith(get("key"), "ci."),]
content$resamplings = map(content$object, function(x) paste0(x$resamplings, sep = ", "))
content$resamplings = map(content$object, function(x) paste0(gsub("Resampling", "", x$resamplings), collapse = ", "))
content[["only pointwise loss"]] = map_chr(content$object, function(object) {
if (get_private(object)$.requires_obs_loss) "yes" else "false"
})
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16 changes: 8 additions & 8 deletions README.md
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``` r
content = as.data.table(mlr3::mlr_measures, objects = TRUE)[startsWith(get("key"), "ci."),]
content$resamplings = map(content$object, function(x) paste0(x$resamplings, sep = ", "))
content$resamplings = map(content$object, function(x) paste0(gsub("Resampling", "", x$resamplings), collapse = ", "))
content[["only pointwise loss"]] = map_chr(content$object, function(object) {
if (get_private(object)$.requires_obs_loss) "yes" else "false"
})
content = content[, c("key", "label", "resamplings", "only pointwise loss")]
knitr::kable(content, format = "markdown", col.names = tools::toTitleCase(names(content)))
```

| Key | Label | Resamplings | Only Pointwise Loss |
|:---|:---|:---|:---|
| ci.con_z | Conservative-Z CI | ResamplingPairedSubsampling, | false |
| ci.cor_t | Corrected-T CI | ResamplingSubsampling, | false |
| ci.holdout | Holdout CI | ResamplingHoldout, | yes |
| ci.naive_cv | Naive CV CI | ResamplingCV, , ResamplingLOO, | yes |
| ci.ncv | Nested CV CI | ResamplingNestedCV, | yes |
| Key | Label | Resamplings | Only Pointwise Loss |
|:------------|:------------------|:------------------|:--------------------|
| ci.con_z | Conservative-Z CI | PairedSubsampling | false |
| ci.cor_t | Corrected-T CI | Subsampling | false |
| ci.holdout | Holdout CI | Holdout | yes |
| ci.naive_cv | Naive CV CI | CV, LOO | yes |
| ci.ncv | Nested CV CI | NestedCV | yes |

## Bugs, Questions, Feedback

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1 change: 1 addition & 0 deletions man/mlr_measures_ci_holdout.Rd

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1 change: 1 addition & 0 deletions man/mlr_measures_ci_naive_cv.Rd

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1 change: 1 addition & 0 deletions man/mlr_measures_ci_ncv.Rd

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