tune_ll_regression_forest function

Local linear forest tuning

Finds the optimal ridge penalty for local linear prediction.

tune_ll_regression_forest(
  forest,
  linear.correction.variables = NULL,
  ll.weight.penalty = FALSE,
  num.threads = NULL,
  lambda.path = NULL
)

Arguments

• forest: The forest used for prediction.
• linear.correction.variables: Variables to use for local linear prediction. If left null, all variables are used. Default is NULL.
• ll.weight.penalty: Option to standardize ridge penalty by covariance (TRUE), or penalize all covariates equally (FALSE). Defaults to FALSE.
• num.threads: Number of threads used in training. If set to NULL, the software automatically selects an appropriate amount.
• lambda.path: Optional list of lambdas to use for cross-validation.

Returns

A list of lambdas tried, corresponding errors, and optimal ridge penalty lambda.