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Convenience function to run Bayesian-optimized learners in nested CV and compare performance.

Usage

run_bayesian_benchmark(
  task,
  learners = c("xgboost", "ranger", "glmnet"),
  outer_folds = 5,
  inner_folds = 3,
  n_evals = NULL,
  measure = "classif.auc",
  seed = NULL
)

Arguments

task

An mlr3 Task

learners

Character vector of learner names: "xgboost", "lightgbm", "ranger", "glmnet"

outer_folds

Number of outer CV folds (default: 5)

inner_folds

Number of inner CV folds (default: 3)

n_evals

Number of MBO iterations per learner (default: auto)

measure

Performance measure (default: classif.auc)

seed

Random seed

Value

A benchmark result with tuned learners

Examples

if (FALSE) { # \dontrun{
result <- run_bayesian_benchmark(
  task,
  learners = c("xgboost", "ranger", "glmnet"),
  outer_folds = 5,
  n_evals = 30
)
result$aggregate(msr("classif.auc"))
} # }