Feature request: allow new factor levels in brandom #115
Description
I am building a gamboost model with the GammaReg() family. The model fits fine, but when it comes time to predict on a new dataset I am getting an error: Error in X %*% rowSums(cf) : Cholmod error 'X and/or Y have wrong dimensions' at file ../MatrixOps/cholmod_sdmult.c, line 90.
I attempted to create a smaller reproducible example of this, but could not replicate that exact error. Instead, this smaller dataset gives a different error: Error in f(init, x[[i]]) : non-conformable arrays. This example is created using a subset of the training data from my original data, the same modeling approach, and I attempt to predict on the full test set from my original data.
Any help troubleshooting these error(s) would be much appreciated. I can of course share the full dataset if that would be helpful.
x = c(-0.420619854880168, -0.769823976992038, -0.709316986674812,
-1.25099225335503, -0.618892161183838, -0.555349783432928,
-0.914234689796377, -1.22903701739405, -0.4833834921797,
-0.320848947810941, 0.135931013665819, 2.39042286987258,
1.73643729459268, -0.506909477648839, 1.62136146009556,
2.15263600603266, 1.4014282748866, 2.03401367337059, 0.877646599658447,
1.02535151508941, -0.837245279816666, 0.58292669901717,
0.602153227358826, 1.83594483207367, 1.02820280062304,
-0.765221508789011, -0.74152886321564, -0.354830989878368,
-0.282803791828277, -0.407939851800533)
y = c(3.37808396795311, 4.31703013336414, 3.62201047152382,
3.47647337833432, 3.57383927065914, 4.0274754006413, 5.11993857962149,
4.10603649459834, 3.44626699808267, 6.50187496364316, 47.364073741465,
49.4539651723017, 18.5584474694755, 167.384017225471, 43.854077667435,
20.5948980572258, 60.0090328389651, 32.2859775573889, 23.028143147698,
27.5759143301009, 36.8938384302345, 132.866721315487, 187.170964086464,
14.9766986238594, 4.54648985258215, 25.5890448582519, 48.696962593379,
36.9890174750545, 53.4100395759561, 49.565020848753)
group = c("1", "1", "1", "1", "1", "1", "1", "1", "1", "1", "2", "2",
"2", "2", "2", "2", "2", "2", "2", "2", "3", "3", "3", "3", "3",
"4", "4", "4", "4", "4")
df = data.frame(y, x, group)
df$group = factor(df$group)
mod = mboost::gamboost(y ~ bols(x) + brandom(group), data = df, family = GammaReg())
x_test = c(1.2562301, -0.4628746, -0.2848149, -0.9655805, -1.0166867,
1.8343589, -0.6302188, 1.1909887, -0.8064399, 0.3444268,
-0.4593891)
y_test = c(3.004605, 5.595847, 7.62922, 6.687553, 7.435949,
11.453977, 13.381522, 13.393321, 6.855579, 16.023104,
17.48234)
group_test = c("5", "5", "5", "5", "5", "5", "5", "5", "5", "5", "1")
df_test = data.frame(y = y_test, x = x_test, group = group_test)
df_test$group = factor(df_test$group)
preds = predict.mboost(mod, newdata = df_test)
# Error in f(init, x[[i]]) : non-conformable arrays
# Error when running on full dataset:
# Error in X %*% rowSums(cf) :
# Cholmod error 'X and/or Y have wrong dimensions' at file ../MatrixOps/cholmod_sdmult.c, line 90