CVST (version 0.2-3)

CVST-package: CVST

Description

CVST

Details

CVST CVST

References

Tammo Krueger, Danny Panknin, and Mikio Braun. Fast cross-validation via sequential testing. Journal of Machine Learning Research 16 (2015) 1103-1155. URL https://jmlr.org/papers/volume16/krueger15a/krueger15a.pdf.

Abraham Wald. Sequential Analysis. Wiley, 1947.

W. G. Cochran. The comparison of percentages in matched samples. Biometrika, 37 (3-4):256--266, 1950.

M. Friedman. The use of ranks to avoid the assumption of normality implicit in the analysis of variance. Journal of the American Statistical Association, 32 (200):675--701, 1937.

Examples

# NOT RUN {
ns = noisySine(100)
svm = constructSVMLearner()
params = constructParams(kernel="rbfdot", sigma=10^(-3:3), nu=c(0.05, 0.1, 0.2, 0.3))
opt = fastCV(ns, svm, params, constructCVSTModel())
# }