AutoMLR - Automated Multi-Outcome Machine Learning Combination Models
Provides automated machine learning workflows for survival
analysis, binary classification, continuous outcomes, and
ordinal outcomes. The package trains and combines model
variants across user-supplied multi-cohort data, evaluates
survival models by leave-one-out cross-validation using
Harrell's concordance index, binary models by leave-one-out
cross-validation using receiver operating characteristic area
under the curve, continuous models by out-of-fold root mean
squared error and R-squared, and ordinal models by out-of-fold
quadratic weighted kappa. It renders reproducible reports in
Hypertext Markup Language (HTML) with figures and diagnostics.
The survival workflow supports penalized and tree-based Cox
proportional hazards models, stepwise Cox models, partial least
squares regression for Cox models, supervised principal
components, gradient boosting machine Cox models, survival
support vector machines (survival-SVM), random survival
forests, and optional 'CoxBoost'. The binary workflow supports
penalized logistic regression, logistic baselines, gradient
boosting machines, random forests, principal component analysis
(PCA) logistic regression, and Gaussian naive Bayes variants.
Continuous and ordinal workflows reuse an 18-variant regression
registry with penalized, linear, boosted, forest, PCA, and
baseline families. The optional 'CoxBoost' model is enabled
when the suggested 'CoxBoost' package is installed; it is used
conditionally and is not a strong dependency. Optional model
backends are checked at run time so missing backend packages
skip only the affected model variants rather than blocking
installation of the whole package. Methods build on Friedman et
al. (2010) <doi:10.18637/jss.v033.i01>, Bair and Tibshirani
(2004) <doi:10.1371/journal.pbio.0020108>, Ishwaran et al.
(2008) <doi:10.1214/08-AOAS169>, Blanche et al. (2013)
<doi:10.1002/sim.5958>, and Binder and Schumacher (2008)
<doi:10.1186/1471-2105-9-14>.