This meta-learner provides fitting procedures for density estimation, finding convex combinations of candidate density estimators by minimizing the cross-validated negative log-likelihood loss of each candidate density. The optimization problem is solved by making use of solnp, using Lagrange multipliers. For further details, consult the documentation of the Rsolnp package.

Format

R6Class object.

Value

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

Parameters

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Not currently used.

Common Parameters

Individual learners have their own sets of parameters. Below is a list of shared parameters, implemented by Lrnr_base, and shared by all learners.

covariates

A character vector of covariates. The learner will use this to subset the covariates for any specified task

outcome_type

A variable_type object used to control the outcome_type used by the learner. Overrides the task outcome_type if specified

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All other parameters should be handled by the invidual learner classes. See the documentation for the learner class you're instantiating