stan-dev / stan-dev/projpred

Smoothing of cross-validated predictive performance

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

Description

As suggested by @avehtari, it would be good to support smoothing of cross-validated (submodel) predictive performance results in plot.vsel(). This smoothing should then also be integrated into the model size decision rule of suggest_size().

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

The issue names plot.vsel() and suggest_size() as the entry points; locate their implementations and read the existing predictive-performance tests first. Done means smoothing is supported for cross-validated submodel performance in plot.vsel() and is also used by suggest_size() when deciding model size.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
25/100

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