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Add varsel.vsel() and cv_varsel.vsel() #461

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merged 17 commits into from
Oct 18, 2023

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This adds new methods varsel.vsel() and cv_varsel.vsel() (in fact, these methods already existed before, but only as placeholders). With these methods, it is possible to re-use the search results from a previous varsel() or cv_varsel() run, which is an important feature of the (unfortunately hopelessly outdated) workflow branch.

See the NEWS.md entry added here for some more information.

actually new methods which allow to re-use earlier search results.
…sel()`

(and at that occasion, refine the `...` behavior of other `varsel()` and
`cv_varsel()` methods as well).
(I experienced this with the
`psisloo <- loo::psis(-loglik_forPSIS, cores = 1, r_eff = NA)`
line).

Furthermore, in the output, handle `search_terms` in the same way as `cvfits`.
"cv_varsel.vsel() (internally called with `validate_search = FALSE`) works for
`vsel` objects from varsel()" is done now.
"varsel.vsel() works for `vsel` objects from cv_varsel() (called with
`validate_search = FALSE`)"
and
"cv_varsel.vsel() (internally called with `validate_search = FALSE`) works for
`vsel` objects from varsel()".
…size)

doesn't make sense if the ranking of predictors involved in interactions has
been changed, so we need to choose a higher `extra_tol` in that case.
@fweber144 fweber144 merged commit 8d30f6a into stan-dev:master Oct 18, 2023
@fweber144 fweber144 deleted the search_out_reuse branch October 18, 2023 15:40
fweber144 added a commit that referenced this pull request Oct 23, 2023
Amend #461: Allow switching from `validate_search = TRUE` to `validate_search = FALSE` and partly prepare K-fold CV with `validate_search = FALSE`
fweber144 added a commit that referenced this pull request Oct 23, 2023
Amend #461, #463: If `validate_search = TRUE`, allow switching the CV method
fweber144 added a commit that referenced this pull request Oct 25, 2023
Amend #461, #463, #465: allow changing `nloo`; K-fold CV needs `cvfits`; fewer restrictions; add message
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