## ---- include = FALSE--------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ----setup-------------------------------------------------------------------- library(boostingDEA) set.seed(1234) ## ----------------------------------------------------------------------------- data(banks) banks ## ----------------------------------------------------------------------------- x <- 1:3 y <- 6 DEA_model <- DEA(banks,x,y) pred_DEA <- predict(DEA_model, banks, x, y) pred_DEA ## ----------------------------------------------------------------------------- x <- 1:3 y <- 6 FDH_model <- FDH(banks,x,y) pred_FDH <- predict(FDH_model, banks, x, y) pred_FDH ## ---- eval = FALSE------------------------------------------------------------ # x <- 1:3 # y <- 4:5 # EATBoost_model <- EATBoost(banks, x, y, # num.iterations = 4, # num.leaves = 4, # learning.rate = 0.6) ## ----bestEATBoost------------------------------------------------------------- N <- nrow(banks) x <- 1:3 y <- 4:5 selected <- sample(1:N, N * 0.8) # Training indexes training <- banks[selected, ] # Training set test <- banks[- selected, ] # Test set grid_EATBoost <- bestEATBoost(training, test, x, y, num.iterations = c(5,6,7), learning.rate = c(0.4, 0.5, 0.6), num.leaves = c(6,7,8), verbose = FALSE) head(grid_EATBoost) ## ----------------------------------------------------------------------------- EATboost_model_tuned <- EATBoost(banks, x, y, num.iterations = grid_EATBoost[1, "num.iterations"], learning.rate = grid_EATBoost[1, "learning.rate"], num.leaves = grid_EATBoost[1, "num.leaves"]) pred_EATBoost <- predict(EATboost_model_tuned, banks, x) pred_EATBoost ## ---- eval = FALSE------------------------------------------------------------ # x <- 1:3 # y <- 6 # MARSBoost_model <- MARSBoost(banks, x, y, # num.iterations = 4, # learning.rate = 0.6, # num.terms = 4) ## ----bestMARSBoost------------------------------------------------------------ N <- nrow(banks) x <- 1:3 y <- 6 selected <- sample(1:N, N * 0.8) # Training indexes training <- banks[selected, ] # Training set test <- banks[- selected, ] # Test set grid_MARSBoost <- bestMARSBoost(training, test, x, y, num.iterations = c(5,6,7), learning.rate = c(0.4, 0.5, 0.6), num.terms = c(6,7,8), verbose = FALSE) head(grid_MARSBoost) ## ----------------------------------------------------------------------------- MARSBoost_model_tuned <- MARSBoost(banks, x, y, num.iterations = grid_MARSBoost[1, "num.iterations"], learning.rate = grid_MARSBoost[1, "learning.rate"], num.terms = grid_MARSBoost[1, "num.terms"]) pred_MARSBoost <- predict(MARSBoost_model_tuned, banks, x) pred_MARSBoost ## ----------------------------------------------------------------------------- x <- 1:3 y <- 6 efficiency(DEA_model, measure = "rad.in", banks, x, y) ## ----------------------------------------------------------------------------- efficiency(FDH_model, measure = "WAM", weights = "RAM", banks, x, y) ## ----------------------------------------------------------------------------- x <- 1:3 y <- 4:5 efficiency(EATboost_model_tuned, measure = "Russell.out", heuristic = FALSE, banks, x, y) ## ----------------------------------------------------------------------------- efficiency(EATboost_model_tuned, measure = "Russell.out", banks, x, y, heuristic = TRUE) ## ----------------------------------------------------------------------------- efficiency(MARSBoost_model_tuned, "rad.out", banks, x, 6)