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One generalised linear model per variable, its predictors chosen by forward selection over every bin-by-channel column, admitting a column while it lowers AIC and stopping at a fixed budget. Each candidate enters as an orthogonal polynomial, so a term can be non-monotone in the reading the way a niche optimum is. The family is the response head's: logistic under a binary cross-entropy loss, Gaussian under a squared-error one. So are the case weights, so a rare response weighs here what it weighs in every other learner.

Usage

stepwise(data = NULL, max_terms = 3L, degree = 2L)

Arguments

data

A representation the learner is pinned to, or NULL to run across every representation of the run.

max_terms

Predictors admitted before selection stops.

degree

Polynomial degree each admitted column enters at.

Value

A learner().

Details

Selection happens inside whichever units the learner is handed, so under grain_ladder() it is redone in every fold. That is the footing the other learners are fitted on. Reported beside a penalised fit it also prices discrete selection: choosing a handful of columns out of hundreds is high variance, and that variance is a cost of the selector rather than of the features.

Examples

stepwise(max_terms = 3)