stan-dev / stan-dev/projpred

Offset issues

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Dominant language
R
Stars
114
Forks
31
PR merge metrics
No merged PRs in 30d

Description

There are two rstanarm issues related to offsets (stan-dev/rstanarm#541 and stan-dev/rstanarm#542) which require a workaround in projpred until they are resolved in rstanarm. I can try to create a PR for these workarounds in projpred, but before doing so, I want to make sure I understand the key idea of handling offsets in projpred: Is it correct that <refmod_object>$ref_predfun() is supposed to not take the offsets into account (or, equivalently, use offsets which are all equal to zero) so that the submodels (which basically fit to <refmod_object>$mu which in turn is based on <refmod_object>$ref_predfun()) may be fitted without any offsets?

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Read rstanarm issues #541 and #542 first, then inspect the projpred handling around <refmod_object>$ref_predfun() and <refmod_object>$mu. Determine whether offsets should be excluded or set to zero for submodel fitting, and document the agreed workaround before attempting a PR.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
machine-learning
Issue type
Bug
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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