weightedRidgeLinMod: Weighted Ridge Linear Model

In davidnexer/elmnet: Fast Regularized and Pruned Extreme Learning Machines

Description

Fit weighted ridge regression on inbalanced data.

Usage

weightedRidgeLinMod(x, y, w, lambda, balance = TRUE)

Arguments

x	design matrix.
y	factor with class labels.
w	sample weights (default: rep(1/N, N)).
lambda	optional. L2 penalty parameter.
balance	use the inverse of the class frequencies as weights (default: TRUE).

Value

object of class wt_ridge.

davidnexer/elmnet documentation built on May 15, 2019, 1:15 a.m.