Create Estimator Settings

Creates settings controlling optimization, model fitting, and model selection for a deep learning estimator.

Usage

setEstimator(
  learningRate = "auto",
  weightDecay = 0,
  batchSize = 512,
  epochs = 30,
  device = "cpu",
  optimizer = torch$optim$AdamW,
  scheduler = list(fun = torch$optim$lr_scheduler$ReduceLROnPlateau, params =
    list(patience = 1)),
  criterion = torch$nn$BCEWithLogitsLoss,
  earlyStopping = list(useEarlyStopping = TRUE, params = list(patience = 4)),
  compile = FALSE,
  metric = "auc",
  accumulationSteps = NULL,
  seed = NULL,
  trainValidationSplit = FALSE
)

Arguments

learningRate

Learning rate, or "auto" to use the learning-rate finder.

weightDecay

Weight-decay value.

batchSize

Number of observations per batch.

epochs

Maximum number of training epochs.

device

Device on which to train. This can be a string or a function evaluated when training begins.

optimizer

PyTorch optimizer constructor. Evaluation is delayed until training begins.

scheduler

A list containing the learning-rate scheduler constructor in fun and its arguments in params. Evaluation is delayed until training begins.

criterion

PyTorch loss constructor. Evaluation is delayed until training begins.

earlyStopping

Early-stopping settings, or NULL to disable early stopping.

compile

Whether to compile the PyTorch model before training.

metric

Either "auc", "loss", or a list defining a custom metric. A custom metric list must contain fun, mode, and name.

accumulationSteps

Number of batches over which to accumulate gradients, or a function evaluated when training begins.

seed

Random seed used to initialize the model. A seed is generated when this is NULL.

trainValidationSplit

Whether to use a train-validation split for model selection instead of cross-validation.

Value

A list of estimator settings used by the model-setting functions.

Examples

estimatorSettings <- setEstimator(
  learningRate = 0.001,
  batchSize = 128,
  epochs = 10,
  seed = 42
)
estimatorSettings$batchSize
#> [1] 128