context("test_haldensify.R -- Lrnr_haldensify") if (FALSE) { setwd("..") setwd("..") getwd() library("devtools") document() load_all("./") # load all R files in /R and datasets in /data. # Ignores NAMESPACE: devtools::check() # runs full check setwd("..") install("sl3", build_vignettes = FALSE, dependencies = FALSE ) # INSTALL W/ devtools: } library(hal9001) library(haldensify) library(origami) library(dplyr) data(cpp_imputed) covars <- c( "parity", "sexn" ) outcome <- "haz" task <- cpp_imputed %>% dplyr::slice(seq(1, nrow(.), by = 3)) %>% dplyr::filter(agedays == 1) %>% sl3_Task$new( covariates = covars, outcome = outcome ) hal_dens <- Lrnr_haldensify$new( grid_type = "equal_range", n_bins = c(3, 5), lambda_seq = exp(seq(-1, -13, length = 100)), max_degree = 6, smoothness_orders = 0 ) test_that("Lrnr_haldensify produces predictions identical to haldensify", { set.seed(67391) suppressWarnings({ hal_dens_fit <- hal_dens$train(task) }) hal_dens_preds <- hal_dens_fit$predict() set.seed(67391) suppressWarnings({ haldensify_fit <- haldensify::haldensify( A = as.numeric(task$Y), W = as.matrix(task$X), grid_type = "equal_range", n_bins = c(3, 5), lambda_seq = exp(seq(-1, -13, length = 100 )), max_degree = 6, smoothness_orders = 0 ) }) haldensify_preds <- predict(haldensify_fit, new_A = as.numeric(task$Y), new_W = as.matrix(task$X) ) # check that predicted conditional density estimates match expect_equal(hal_dens_preds, haldensify_preds, tolerance = 0.01) }) # test_that("Ensembling with Lrnr_haldensify produces sane predictions", { ## just another HAL to ensemble with # hal_dens2 <- Lrnr_haldensify$new( # grid_type = "equal_range", # n_bins = 5, # lambda_seq = exp(seq(-1, -12, length = 100)) # ) ## ensemble-based conditional density estimation # sl3_dens <- Lrnr_sl$new( # learners = list(hal_dens, hal_dens2), # metalearner = Lrnr_solnp_density$new() # ) # set.seed(67391) # sl3_dens_fit <- sl3_dens$train(task) # sl3_dens_preds <- sl3_dens_fit$predict() %>% # unlist(use.names = FALSE) ## check that predicted conditional density estimates are sane # expect_gte(min(range(sl3_dens_preds)), 0) # expect_lte(max(range(sl3_dens_preds)), 1) # })