HALHyperparameters
VariantHighly Adaptive Lasso (hal9001). See `setup_HAL`.
Properties
max_degreeinteger | object≥ 1Highest order of interaction among features that a basis function may represent. Cannot exceed the number of features in the training data.
smoothness_ordersinteger | object≥ 0≤ 9Smoothness of the basis functions: 0 fits zero-order indicators, 1 piecewise linear splines, higher values higher-order splines.
num_knotsarray | null≥ 1 itemsNumber of knots per interaction degree, one value per degree, non-increasing. NULL generates them from max_degree and smoothness_orders.
reduce_basisnumber | object | null≤ 1> 0Minimum proportion of cases a basis function must be non-zero in to be kept. NULL uses the backend default of 1/sqrt(n). Applies only when smoothness_orders is 0.
max_basisinteger≥ 1Largest projected basis-function count that will be fit. Training aborts above it rather than enumerating a basis that will not finish.
cv_selectbooleanSelect lambda by cross-validation inside the fit; determined by the class.
use_minbooleanSelect lambda.min from the internal cross-validation. FALSE selects the more heavily penalized lambda.1se.
nfoldsinteger≥ 3Number of folds of the internal cross-validation that selects lambda.
seedinteger | nullRandom seed for the internal cross-validation's fold assignment. NULL leaves it drawn from the ambient RNG.
ifwboolean | objectInverse Frequency Weighting in classification.
Relationships
Used by