Hello, I'm using the CV.SuperLearner to model a binary outcome using a set of predictors, specifying family=binomial(), method = "method.AUC", and SL.library = c("SL.glmnet", "SL.glm", "SL.randomForest", "SL.gam", "SL.polymars", "SL.mean").
I'm getting a number of warning messages (copied below), and have not been able to find anything about what they imply, or how to address them. Any insight would be greatly appreciated. Thank you in advance! --- I get the following warnings as the models are being run (many times over): step half ouch... step half ouch... warning - model size was reduced warning - model size was reduced step half ouch... step half ouch... step half ouch... step half ouch... warning - model size was reduced step half ouch... warning - model size was reduced At the very end, I'm also getting the following: 1: In method$computeCoef(Z = Z, Y = Y, libraryNames = libraryNames, : optim didn't converge when estimating the super learner coefficients, reason (see ?optim): 52 optim message: ERROR: ABNORMAL_TERMINATION_IN_LNSRCH 2: In method$computeCoef(Z = Z, Y = Y, libraryNames = libraryNames, : optim didn't converge when estimating the super learner coefficients, reason (see ?optim): 52 optim message: ERROR: ABNORMAL_TERMINATION_IN_LNSRCH 3: In method$computeCoef(Z = Z, Y = Y, libraryNames = libraryNames, : optim didn't converge when estimating the super learner coefficients, reason (see ?optim): 52 optim message: ERROR: ABNORMAL_TERMINATION_IN_LNSRCH 4: In method$computeCoef(Z = Z, Y = Y, libraryNames = libraryNames, : optim didn't converge when estimating the super learner coefficients, reason (see ?optim): 52 optim message: ERROR: ABNORMAL_TERMINATION_IN_LNSRCH 5: In method$computeCoef(Z = Z, Y = Y, libraryNames = libraryNames, : optim didn't converge when estimating the super learner coefficients, reason (see ?optim): 52 optim message: ERROR: ABNORMAL_TERMINATION_IN_LNSRCH 6: In method$computeCoef(Z = Z, Y = Y, libraryNames = libraryNames, : optim didn't converge when estimating the super learner coefficients, reason (see ?optim): 52 optim message: ERROR: ABNORMAL_TERMINATION_IN_LNSRCH 7: In method$computeCoef(Z = Z, Y = Y, libraryNames = libraryNames, : optim didn't converge when estimating the super learner coefficients, reason (see ?optim): 52 optim message: ERROR: ABNORMAL_TERMINATION_IN_LNSRCH [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.