Description Usage Arguments Value Examples
Training by using cross validation on a linear model with logistic loss and early stopping method. Return a list which contains the best iteration step, mean loss of training and validation data, and a predict function which gives a prediction based on the selected step.
1 2 | LMLogisticLossEarlyStoppingCV(X.mat, y.vec, fold.vec = NULL,
max.iteration, step.size = 0.5)
|
X.mat |
train feature matrix of size [n x p] |
y.vec |
train label vector of size [n x 1] |
fold.vec |
fold index vector of size [n x 1] |
max.iteration |
integer scalar greater than 1 |
step.size |
a numeric scaler greater than 0, default is 0.5 |
result.list a list with mean.validation.loss.vec, mean.train.loss.vec,selected.steps,weight.vec,and predict function
1 2 3 4 5 |
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