Kriging Regression Learner

Kriging regression. Calls DiceKriging::km() from package DiceKriging.

• The predict type hyperparameter "type" defaults to "sk" (simple kriging).

• The additional hyperparameter nugget.stability is used to overwrite the hyperparameter nugget with nugget.stability * var(y) before training to improve the numerical stability. We recommend a value of 1e-8.

• The additional hyperparameter jitter can be set to add N(0, [jitter])-distributed noise to the data before prediction to avoid perfect interpolation. We recommend a value of 1e-12.

Dictionary

This Learner can be instantiated via the dictionary mlr_learners or with the associated sugar function lrn():

mlr_learners$get("regr.km")
lrn("regr.km")

Meta Information

• Task type: “regr”

• Predict Types: “response”, “se”

• Feature Types: “logical”, “integer”, “numeric”

• Required Packages: mlr3, mlr3learners, DiceKriging

Parameters

Id	Type	Default	Levels	Range
bias.correct	logical	FALSE	TRUE, FALSE	-
checkNames	logical	TRUE	TRUE, FALSE	-
coef.cov	untyped			-
coef.trend	untyped			-
coef.var	untyped			-
control	untyped			-
cov.compute	logical	TRUE	TRUE, FALSE	-
covtype	character	matern5_2	gauss, matern5_2, matern3_2, exp, powexp	-
estim.method	character	MLE	MLE, LOO	-
gr	logical	TRUE	TRUE, FALSE	-
iso	logical	FALSE	TRUE, FALSE	-
jitter	numeric	0		\([0, \infty)\)
kernel	untyped			-
knots	untyped			-
light.return	logical	FALSE	TRUE, FALSE	-
lower	untyped			-
multistart	integer	1		\((-\infty, \infty)\)
noise.var	untyped			-
nugget	numeric	-		\((-\infty, \infty)\)
nugget.estim	logical	FALSE	TRUE, FALSE	-
nugget.stability	numeric	0		\([0, \infty)\)
optim.method	character	BFGS	BFGS, gen	-
parinit	untyped			-
penalty	untyped			-
scaling	logical	FALSE	TRUE, FALSE	-
se.compute	logical	TRUE	TRUE, FALSE	-
type	character	SK	SK, UK	-
upper	untyped			-

References

Roustant O, Ginsbourger D, Deville Y (2012). “DiceKriging, DiceOptim: Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization.” Journal of Statistical Software, 51(1), 1--55. doi:10.18637/jss.v051.i01 .

See also

• Chapter in the mlr3book: https://mlr3book.mlr-org.com/chapters/chapter2/data_and_basic_modeling.html#sec-learners

• Package mlr3extralearners for more learners.

• Dictionary of Learners: mlr_learners

• as.data.table(mlr_learners) for a table of available Learners in the running session (depending on the loaded packages).

• mlr3pipelines to combine learners with pre- and postprocessing steps.

• Extension packages for additional task types:

  • mlr3proba for probabilistic supervised regression and survival analysis.

  • mlr3cluster for unsupervised clustering.

• mlr3tuning for tuning of hyperparameters, mlr3tuningspaces for established default tuning spaces.

Other Learner: mlr_learners_classif.cv_glmnet, mlr_learners_classif.glmnet, mlr_learners_classif.kknn, mlr_learners_classif.lda, mlr_learners_classif.log_reg, mlr_learners_classif.multinom, mlr_learners_classif.naive_bayes, mlr_learners_classif.nnet, mlr_learners_classif.qda, mlr_learners_classif.ranger, mlr_learners_classif.svm, mlr_learners_classif.xgboost, mlr_learners_regr.cv_glmnet, mlr_learners_regr.glmnet, mlr_learners_regr.kknn, mlr_learners_regr.lm, mlr_learners_regr.nnet, mlr_learners_regr.ranger, mlr_learners_regr.svm, mlr_learners_regr.xgboost

Super classes

mlr3::Learner -> mlr3::LearnerRegr -> LearnerRegrKM

Methods

Public methods

• LearnerRegrKM$new()

• LearnerRegrKM$clone()

Inherited methods

• mlr3::Learner$base_learner()
• mlr3::Learner$format()
• mlr3::Learner$help()
• mlr3::Learner$predict()
• mlr3::Learner$predict_newdata()
• mlr3::Learner$print()
• mlr3::Learner$reset()
• mlr3::Learner$train()

---

Method new()

Creates a new instance of this R6 class.

Usage

LearnerRegrKM$new()

---

Method clone()

The objects of this class are cloneable with this method.

Usage

LearnerRegrKM$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

if (requireNamespace("DiceKriging", quietly = TRUE)) {
  learner = mlr3::lrn("regr.km")
  print(learner)

  # available parameters:
learner$param_set$ids()
}
#> <LearnerRegrKM:regr.km>: Kriging
#> * Model: -
#> * Parameters: list()
#> * Packages: mlr3, mlr3learners, DiceKriging
#> * Predict Types:  [response], se
#> * Feature Types: logical, integer, numeric
#> * Properties: -
#>  [1] "bias.correct"     "checkNames"       "coef.cov"         "coef.trend"      
#>  [5] "coef.var"         "control"          "cov.compute"      "covtype"         
#>  [9] "estim.method"     "gr"               "iso"              "jitter"          
#> [13] "kernel"           "knots"            "light.return"     "lower"           
#> [17] "multistart"       "noise.var"        "nugget"           "nugget.estim"    
#> [21] "nugget.stability" "optim.method"     "parinit"          "penalty"         
#> [25] "scaling"          "se.compute"       "type"             "upper"