Algorithm 1.
Super-learner estimation of d0, A(1)
| 1: | function SuperLearner(o1, …, On, ) |
| 2: | Let F be a randomly ordered vector of length n containing n/U 1s, n/U 2s,…, n/U U’s |
| 3: | Initialize an empty matrix X of dimension n × J |
| 4: | for u = 1 to U do |
| 5: | for j =1 to J do |
| 6: | Fit the estimate f2, u, j by running on the set {Oi : Fi ≠ u} |
| 7: | For all i such that Fi = u, let Xi, j = f2, u, j(A(0)i, V(1)i) |
| 8: | Run an optimization routine to solve: |
| 9: | for j = 1 to J do |
| 10: | Fit the estimate fj by running on the {Oi : i = 1, …, n} |
| 11: | Let |
| 12: | return . |