Regularized Transformation Models: The tramnet Package

The tramnet package implements regularized linear transformation models by combining the flexible class of transformation models from tram with constrained convex optimization implemented in CVXR. Regularized transformation models unify many existing and novel regularized regression models under one theoretical and computational framework. Regularization strategies implemented for transformation models in tramnet include the Lasso, ridge regression, and the elastic net and follow the parameterization in glmnet. Several functionalities for optimizing the hyperparameters, including model-based optimization based on the mlrMBO package, are implemented. A multitude of S3 methods is deployed for visualization, handling, and simulation purposes. This work aims at illustrating all facets of tramnet in realistic settings and comparing regularized transformation models with existing implementations of similar models.

Lucas Kook, Torsten Hothorn (Institut für Epidemiologie, Biostatistik und Prävention)
2021-06-08

Supplementary materials

Supplementary materials are available in addition to this article. It can be downloaded at RJ-2021-054.zip

References

Reuse

Text and figures are licensed under Creative Commons Attribution CC BY 4.0. The figures that have been reused from other sources don't fall under this license and can be recognized by a note in their caption: "Figure from ...".

Citation

For attribution, please cite this work as

Hothorn, "Regularized Transformation Models: The tramnet Package", The R Journal, 2021

BibTeX citation

@article{RJ-2021-054,
  author = {Hothorn, Lucas Kook, Torsten},
  title = {Regularized Transformation Models: The tramnet Package},
  journal = {The R Journal},
  year = {2021},
  note = {https://doi.org/10.32614/RJ-2021-054},
  doi = {10.32614/RJ-2021-054},
  volume = {13},
  issue = {1},
  issn = {2073-4859},
  pages = {581-594}
}