safeOptRMSE

[zachmayer]

Similar to safeOptAuc, stops ensembling if accuracy decreases. Consider making the safe functions the defaults, and renaming the old functions fastOpt*.

Then we could have a flag to caretEnsemble for safe=TRUE. If TRUE, we use the safe functions, if FALSE we use the slightly faster non-safe functions.

If there's not a big difference between the safe vs non-safe speed, we get rid of the non-safe ones.

[zachmayer]

This shouldn't ever be needed, as I think RMSE is convex. I've never been able to encounter a case where RMSE would converge to worse than the single best model.

AUC, on the other hand, is not convex.