ecpolley/SuperLearner — pull request #10 by ledell (2014-07-11 02:24:26+00:00)
Title: method_AUC

This method adds the ability to optimally combine learners in the ensemble by maximizing AUC (for binary outcomes). It uses the Nelder-Mead method via the stats::optim function to learn the linear combination of the base learners that maximizes AUC. To use, set method="method.AUC" in the SuperLearner or CV.SuperLearner functions.

https://en.wikipedia.org/wiki/Nelder-Mead_method