This learner provides screening of covariates based on the magnitude of their estimated coefficients in a (possibly regularized) GLM.

Format

R6Class object.

Value

Learner object with methods for training and prediction. See Lrnr_base for documentation on learners.

Parameters

learner

An instantiated learner to use for estimating coefficients used in screening.

threshold = 1e-3

Minimum size of coefficients to be kept.

max_screen = NULL

Maximum number of covariates to be kept.

min_screen = 2

Maximum number of covariates to be kept. Only applicable when supplied learner is a Lrnr_glmnet.

...

Other parameters passed to learner.