Piecewise constant fit coder factory.

Build a piecewise constant fit coder with some parameters bound in.

piecewise_constant_coder(
  penalty = 1,
  min_n_to_chunk = 1000,
  min_seg = 10,
  max_k = 1000
)

Arguments

penalty	per-segment cost penalty.
min_n_to_chunk	minimum n to subdivied problem.
min_seg	positive integer, minimum segment size.
max_k	maximum segments to divide into.

Value

a vtreat coder

Examples

coder <- piecewise_constant_coder(min_seg = 1)
coder("x", 1:8, c(-1, -1, -1, -1, 1, 1, 1, 1))
#> [1] -1 -1 -1 -1  1  1  1  1
#> attr(,"approx_table")
#>   predXs predYs
#> 1      1     -1
#> 2      4     -1
#> 3      5      1
#> 4      8      1
#> attr(,"method")
#> [1] "constant"