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SEXP member in data object for more variability and performance #163

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schalkdaniel opened this issue Apr 1, 2018 · 0 comments
Open

SEXP member in data object for more variability and performance #163

schalkdaniel opened this issue Apr 1, 2018 · 0 comments
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Enhancement Implementation important

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@schalkdaniel
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schalkdaniel commented Apr 1, 2018 •
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This would be very convenient for custom baselearner:

  1. Store one global model (e.g. mboost bbs object spline = bbs(x1, knots = 20, df = 4))
  2. Extract the design matrix using the model object (e.g. mboost: mboost::extract(spline, "design"))
  3. Use the SEXP object for fitting and store in parameter: (e.g. spline$dpp(weights)$fit(y)$model)
  4. Write an easy predict function via matrix multiplication using the extracted parameter.
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