Bootstrap .632 / .632+ validation
Usage
bootstrap_validate(
fit_fn,
predict_fn,
X,
y,
n_bootstraps = 200L,
scoring = "roc_auc",
method = "632plus",
random_state = 42L
)
Arguments
- fit_fn
A function (X, y) -> model.
- predict_fn
A function (model, X) -> probability vector.
- X
Matrix or data frame of features.
- y
Vector of targets.
- n_bootstraps
Number of bootstrap replicates.
- scoring
"roc_auc", "accuracy", "brier".
- method
"632" or "632plus".
- random_state
Seed.