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Full-Text Articles in Statistical Models
Super Learner, Mark J. Van Der Laan, Eric C. Polley, Alan E. Hubbard
Super Learner, Mark J. Van Der Laan, Eric C. Polley, Alan E. Hubbard
U.C. Berkeley Division of Biostatistics Working Paper Series
Previous articles (van der Laan and Dudoit (2003); van der Laan et al. (2006); Sinisi et al. (2007)) advertised and theoretically validated the use of cross-validation to select among many candidate estimators to compute a so called super learner which outperforms any of the given candidate estimators. The theoretical basis was provided for this super learner based on oracle results for the cross-validation selector (e.g., van der Laan and Dudoit (2003); van der Laan et al. (2006)) and in Sinisi et al. (2007). In addition, these papers contained a practical demonstration of the adaptivity of this so called super learner …