tlp_S: Cost function in psi-Learn

In mylzwq/psi-learning-for-ITR: An Implementation of psiLearn on Individualized Treatment Rule

Description

calculate the cost in psi-Learn with ridge penalty

Usage

tlp_S(X,A,R,wt,w,tau=0.1,kappa=0.1,kernel='linear')

Arguments

X	n by p input matrix.
A	a vector of n entries coded 1 and -1 for the treatment assignments.
R	a vector of outcome variable, larger is more desirable.
wt	a vector of weights for each observation.
w	coefficients for the decision function, the first element is the bias
tau	tuning parameter for the loss function in psi-Learn
kappa	tunning parameter to control the complexity of the decision function.
kernel	kernel function for pai-Learn, can be 'linear' or 'rbf' (radial basis kernel), default is 'linear'.

Value

It returns the cost value in psi-Learn

cost	the cost value in psi-Learn

Author(s)

MingyangLiu <[e-mail]>

mylzwq/psi-learning-for-ITR documentation built on May 15, 2019, 1:18 p.m.