diff --git a/06-sl3.Rmd b/06-sl3.Rmd index d1e5e14..609def2 100644 --- a/06-sl3.Rmd +++ b/06-sl3.Rmd @@ -15,17 +15,16 @@ Coyle, Nima Hejazi, Ivana Malenica, Rachael Phillips, and Oleg Sofrygin_. By the end of this chapter you will be able to: 1. Select a performance metric that is optimized by the true prediction - function, or define the true prediction prediction of interest as the + function, or define the true prediction prediction of interest as the optimizer of the performance metric. 2. Assemble a diverse set ("library") of learners to be considered in the super learner. In particular, you should be able to: @@ -1853,7 +1852,7 @@ location-scale_ family, that is, in which $p_n(Y \mid X) = \rho((Y - \mu_n(X)) / potential disadvantages (e.g., the restriction on the density's functional form could lead to misspecification bias), this strategy is flexible in that it allows for arbitrary machine learning algorithms to be used in estimating the -conditional mean of $Y$ given $X$, \mu(X) = \E(Y \mid X)$, and the conditional +conditional mean of $Y$ given $X$, $\mu(X) = \E(Y \mid X)$, and the conditional variance of $Y$ given $X$, $\sigma(X) = \E[(Y - \mu(X))^2 \mid X]$. In settings with limited data, the additional structure imposed by the