Lasso and elastic-net logistic regression classification (LRC) with an arbitrary, discrete loss function for the classification error
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 |
Landon Sego, Alex Venzin, John Ramey
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