This class logs the inbag risk for a specific loss function. It is also possible to use custom losses to log performance measures. For details see the use case or extending compboost vignette.

## Format

S4 object.

LoggerInbagRisk$new(logger_id, use_as_stopper, used_loss, eps_for_break, patience)  ## Arguments logger_id [character(1)] Unique identifier of the logger. use_as_stopper [logical(1)] Boolean to indicate if the logger should also be used as stopper. used_loss [Loss object] The loss used to calculate the empirical risk by taking the mean of the returned defined loss within the loss object. eps_for_break [numeric(1)] This argument is used if the loss is also used as stopper. If the relative improvement of the logged inbag risk falls above this boundary the stopper returns TRUE. ## Details This logger computes the risk for the given training data $$\mathcal{D} = \{(x^{(i)},\ y^{(i)})\ |\ i \in \{1, \dots, n\}\}$$ and stores it into a vector. The empirical risk $$\mathcal{R}$$ for iteration $$m$$ is calculated by: $$\mathcal{R}_\mathrm{emp}^{[m]} = \frac{1}{n}\sum\limits_{i = 1}^n L(y^{(i)}, \hat{f}^{[m]}(x^{(i)}))$$ Note: • If $$m=0$$ than $$\hat{f}$$ is just the offset. • The implementation to calculate $$\mathcal{R}_\mathrm{emp}^{[m]}$$ is done in two steps: 1. Calculate vector risk_temp of losses for every observation for given response $$y^{(i)}$$ and prediction $$\hat{f}^{[m]}(x^{(i)})$$. 2. Average over risk_temp. This procedure ensures, that it is possible to e.g. use the AUC or any arbitrary performance measure for risk logging. This gives just one value for risk_temp and therefore the average equals the loss function. If this is just a value (like for the AUC) then the value is returned. ## Fields This class doesn't contain public fields. ## Methods summarizeLogger() Summarize the logger object. ## Examples # Used loss: log_bin = LossBinomial$new()

# Define logger:
log_inbag_risk = LoggerInbagRisk$new("inbag", FALSE, log_bin, 0.05, 5) # Summarize logger: log_inbag_risk$summarizeLogger()#> Inbag risk logger:
#> 	- Use logger as stopper: 0