Comparison of algorithms2 years ago
Introduction | Setup | Assumptions throughout | General setup | Demonstration of algorithms | Parametric assumptions | Simulate data | Resample values d | Estimate a,b, and c from values nset and d | Estimate optimal holdout sizes using parametric method | Estimate optimal holdout sizes using semi-parametric (emulation) method | To draw plot: | These are our sets of training sizes and k2 estimates, which will be built up. | Go up to this many points | Estimate parameters | Find next suggested point, parametric assumptions satisfied | Find next suggested point, parametric assumptions not satisfied | New estimates of k2 | Update data | Sys.sleep(10) | To draw plot with np points (np can be set using the button) | Estimate parameters for parametric part of semi-parametric method | First panel | Second panel | Rates of convergence | Load datasets of 'next point' | Maximum number of training set sizes we will consider | Generate random 'next points' | Initialise matrices of records | ohs_array[n,i,j,k,l] is | using the first n training set sizes | the ith resample | using the jth version of k2 (j=1: pTRUE, j=2: pFALSE) | using the kth algorithm (k=1: parametric, k=2: semiparametric/emulation) | using the lth method of selecting next points (l=1: random, l=2: systematic) | Resamplings for parametric algorithm, random next point | Resamplings for semiparametric/emulation algorithm, random next point | Resamplings for parametric algorithm, nonrandom (systematic) next point | Resamplings for semiparametric/emulation algorithm, nonrandom (systematic) next point | Load data | Settings | Plot drawing function | Set up plot parameters | Number of estimates | Initialise | Plot medians | Ranges | Coarsening factor: coarsen OHS estimates to nearest value | Record lengths of rounded OHS numbers | Plot ranges | Add legend | Bottom panel setup | Root mean square errors | Draw lines | Extract matrices from aray | True OHS | True functions l
OptHoldoutSize 0.1.0.3Sami Haidar-Wehbe, Sam Emerson, Louis Aslett, James Lileycomparison_of_algorithms.Rmd