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Outcome / partial residual used to sample an additive model. The outcome class is a wrapper around a vector of (mutable) outcomes for ML tasks (supervised learning, causal inference). When an additive tree ensemble is sampled, the outcome used to sample a specific model term is the "partial residual" consisting of the outcome minus the predictions of every other model term (trees, group random effects, etc...).

This class is intended for advanced use cases in which users require detailed control of sampling algorithms and data structures. Minimal input validation and error checks are performed – users are responsible for providing the correct inputs. For tutorials on the "proper" usage of the stochtree's advanced workflow, we provide several vignettes at https://stochtree.ai/

Public fields

data_ptr

External pointer to a C++ Outcome class

Methods


Method new()

Create a new Outcome object.

Usage

Outcome$new(outcome)

Arguments

outcome

Vector of outcome values

Returns

A new Outcome object.


Method get_data()

Extract raw data in R from the underlying C++ object

Usage

Outcome$get_data()

Returns

R vector containing (copy of) the values in Outcome object


Method add_vector()

Update the current state of the outcome (i.e. partial residual) data by adding the values of update_vector

Usage

Outcome$add_vector(update_vector)

Arguments

update_vector

Vector to be added to outcome

Returns

None


Method subtract_vector()

Update the current state of the outcome (i.e. partial residual) data by subtracting the values of update_vector

Usage

Outcome$subtract_vector(update_vector)

Arguments

update_vector

Vector to be subtracted from outcome

Returns

None


Method update_data()

Update the current state of the outcome (i.e. partial residual) data by replacing each element with the elements of new_vector

Usage

Outcome$update_data(new_vector)

Arguments

new_vector

Vector from which to overwrite the current data

Returns

None