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Super learner #151

Merged
merged 12 commits into from
Dec 16, 2020
Merged

Super learner #151

merged 12 commits into from
Dec 16, 2020

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pzivich
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@pzivich pzivich commented Dec 14, 2020

Addition of the following

  • Super learner stacking algorithm for binary and continuous variables implemented as SuperLearner

  • EmpiricalMeanSL estimator that consists of the empirical mean in SciKit-Learn format

  • StepWiseSL estimator that applies (either forward or backward) stepwise model selection via AIC values

All live in the new zepid.superlearner branch. Plan is to integrate and release with v0.9.0

@pzivich pzivich added enhancement Short-term Issues/additions that will be completed in the near future SuperLearner labels Dec 14, 2020
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pzivich commented Dec 14, 2020

Still need to add to docs before merging into v0.9.0 #143

@pzivich pzivich mentioned this pull request Dec 15, 2020
@pzivich pzivich merged commit 5d9e409 into v0.9.0 Dec 16, 2020
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