glmnetLRC-package: Lasso and elastic-net logistic regression classification with...

In pnnl/glmnetLRC: Lasso and Elastic-Net Logistic Regression Classification with an Arbitrary Loss Function

Description

Lasso and elastic-net logistic regression classification (LRC) with an arbitrary, discrete loss function for the classification error

Details

glmnetLRC extends the glmnet package for training elastic-net LRCs with a user-specified discrete loss function used to measure the classification error. Tuning parameters are selected to minimize the expected loss calculated by cross validation. There are a handful of functions you'll need (along with their associated methods): lossMatrix, glmnetLRC, and predict.glmnetLRC

Package:	glmnetLRC
Type:	Package
Version:	0.1.8
Date:	2016-07-01
License:	file LICENSE

Author(s)

Landon Sego, Alex Venzin, John Ramey

pnnl/glmnetLRC documentation built on May 25, 2019, 10:22 a.m.