I am using SuperLearner
for repeated V-fold or cross validation. Is there a way to obtain individual results for each of the say V=10 folds?
# Packages
library(tidyverse)
library(SuperLearner)
library(caret)
# Some data
X <- matrix(rnorm(1000 * 50), nrow = 1000, ncol = 50)
Y <- X[, 1] + sqrt(abs(X[, 2] * X[, 3])) + X[, 2] - X[, 3] + rnorm(1000)
df <- cbind(Y, X) %>% as.data.frame()
# Cross validation in SuperLearner
model = CV.SuperLearner(Y = df$Y,
X = df %>% select(-Y),
family = gaussian(),
SL.library = c("SL.lm"),
V = 5)
# Look up folds
model$folds
# Look up individual results for each fold...?
If you compare this to caret, it's pretty straight forward.
# Cross validation in caret
train.control <- trainControl(method = "repeatedcv",
number = 5,
repeats = 5)
model <- train(Y ~ .,
data = df,
method = "lm",
trControl = train.control,
tuneLength = 10)
# Look up results
model$resample
Long story short, where is the model$resample
in SuperLearner?