MonotonicHALHyperparameters

Properties

smoothness_orders

integer | object≥ 0≤ 1

Smoothness of the basis functions: 0 fits zero-order indicators and yields a step function, 1 fits piecewise linear splines and yields a continuous one.

num_knots

integer | null≥ 1

Number of knots spanning each feature. NULL generates them from smoothness_orders.

reduce_basis

number | object | null≤ 1> 0

Minimum 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.

penalized

boolean

Apply the lasso penalty to the basis functions. FALSE removes it, making the fit the non-parametric maximum likelihood estimate over the monotonic class.

cv_select

boolean

Select lambda by cross-validation inside the fit; determined by the class.

use_min

boolean

Select lambda.min from the internal cross-validation. FALSE selects the more heavily penalized lambda.1se.

nfolds

integer≥ 3

Number of folds of the internal cross-validation that selects lambda.

seed

integer | null

Random seed for the internal cross-validation's fold assignment. NULL leaves it drawn from the ambient RNG.

ifw

boolean | object

Inverse Frequency Weighting in classification.

Relationships