J. van der Laan Mark,
Polley Eric C and
Hubbard Alan E.
Additional contact information
J. van der Laan Mark: University of California, Berkeley
Polley Eric C: University of California, Berkeley
Hubbard Alan E.: University of California, Berkeley
Statistical Applications in Genetics and Molecular Biology, 2007, vol. 6, issue 1, 1-23
When trying to learn a model for the prediction of an outcome given a set of covariates, a statistician has many estimation procedures in their toolbox. A few examples of these candidate learners are: least squares, least angle regression, random forests, and spline regression. Previous articles (van der Laan and Dudoit (2003); van der Laan et al. (2006); Sinisi et al. (2007)) theoretically validated the use of cross validation to select an optimal learner among many candidate learners. Motivated by this use of cross validation, we propose a new prediction method for creating a weighted combination of many candidate learners to build the super learner. This article proposes a fast algorithm for constructing a super learner in prediction which uses V-fold cross-validation to select weights to combine an initial set of candidate learners. In addition, this paper contains a practical demonstration of the adaptivity of this so called super learner to various true data generating distributions. This approach for construction of a super learner generalizes to any parameter which can be defined as a minimizer of a loss function.
References: Add references at CitEc
Citations: View citations in EconPapers (12) Track citations by RSS feed
Downloads: (external link)
For access to full text, subscription to the journal or payment for the individual article is required.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:bpj:sagmbi:v:6:y:2007:i:1:n:25
Ordering information: This journal article can be ordered from
Access Statistics for this article
Statistical Applications in Genetics and Molecular Biology is currently edited by Michael P. H. Stumpf
More articles in Statistical Applications in Genetics and Molecular Biology from De Gruyter
Bibliographic data for series maintained by Peter Golla ().