Residual Weighted Learning
Residual Weighted Learning
rwl( ..., moPropen, moMain, data, reward, txName, regime, response, fSet = NULL, lambdas = 2, cvFolds = 0L, kernel = "linear", kparam = NULL, responseType = "continuous", verbose = 2L )
... |
Used primarily to require named input. However, inputs for the optimization methods can be sent through the ellipsis. The optimization method is stats::optim(). |
moPropen |
An object of class modelObj or modelObjSubset, which defines the model and R methods to be used to obtain parameter estimates and predictions for the propensity for treatment. See ?moPropen for details. |
moMain |
An object of class modelObj or modelObjSubset, which defines the model and R methods to be used to obtain parameter estimates and predictions for the main effects of the outcome. See ?modelObj for details. |
data |
A data frame of the covariates and tx histories |
reward |
The response vector |
txName |
A character object. The column header of data that corresponds to the tx covariate |
regime |
A formula object or a list of formula objects. The covariates to be included in classification. If a list is provided, this specifies that there is an underlying subset structure – fSet must then be defined. |
response |
A numeric vector. The reward. Allows for naming convention followed in most DynTxRegime methods. |
fSet |
A function or NULL defining subset structure |
lambdas |
A numeric object or a numeric vector object giving the penalty tuning parameter. If more than 1 is provided, the finite set of values to be considered in the cross-validation algorithm |
cvFolds |
If cross-validation is to be used to select the tuning parameters, the number of folds. |
kernel |
A character object. must be one of linear, poly, radial |
kparam |
A numeric object of NULL. If kernel = linear, kparam is ignored. If kernel = poly, kparam is the degree of the polynomial If kernel = radial, kparam is the inverse bandwidth of the kernel. If a vector of bandwidth parameters is given, cross-validation will be used to select the parameter |
responseType |
A character indicating if response is continuous, binary or count data. |
verbose |
An integer or logical. If 0, no screen prints are generated. If 1, screen prints are generated with the exception of optimization results obtained in iterative algorithm. If 2, all screen prints are generated. |
an RWL object
Xin Zhou, Nicole Mayer-Hamblett, Umer Khan, and Michael R Kosorok (2017) Residual weighted learning for estimating individualized treatment rules. Journal of the American Statistical Association, 112, 169–187.
Other statistical methods:
bowl(),
earl(),
iqLearn,
optimalClass(),
optimalSeq(),
owl(),
qLearn()
Other single decision point methods:
earl(),
optimalClass(),
optimalSeq(),
owl(),
qLearn()
## Not run:
# Load and process data set
data(bmiData)
# define the negative 12 month change in BMI from baseline
y12 <- -100*(bmiData[,6L] - bmiData[,4L])/bmiData[,4L]
# propensity model
moPropen <- buildModelObj(model = ~parentBMI+month4BMI,
solver.method = 'glm',
solver.args = list('family'='binomial'),
predict.method = 'predict.glm',
predict.args = list(type='response'))
# outcome model
moMain <- buildModelObj(model = ~parentBMI+month4BMI,
solver.method = 'lm')
fitRWL <- rwl(moPropen = moPropen, moMain = moMain,
data = bmiData, reward = y12, txName = 'A2',
regime = ~ parentBMI + month4BMI,
kernel = 'radial', kparam = 1.5)
##Available methods
# Coefficients of the regression objects
coef(fitRWL)
# Description of method used to obtain object
DTRstep(fitRWL)
# Estimated value of the optimal treatment regime for training set
estimator(fitRWL)
# Value object returned by regression methods
fitObject(fitRWL)
# Summary of optimization routine
optimObj(fitRWL)
# Estimated optimal treatment for training data
optTx(fitRWL)
# Estimated optimal treatment for new data
optTx(fitRWL, bmiData)
# Value object returned by outcome regression method
outcome(fitRWL)
# Plots if defined by regression methods
dev.new()
par(mfrow = c(2,4))
plot(fitRWL)
plot(fitRWL, suppress = TRUE)
# Value object returned by propensity score regression method
propen(fitRWL)
# Parameter estimates for decision function
regimeCoef(fitRWL)
# Show main results of method
show(fitRWL)
# Show summary results of method
summary(fitRWL)
## End(Not run)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.