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

Description Details Author(s)

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.