hingeLoss

matrix of training instances (one instance by row)

numeric vector of values in (-1,+1) representing the training labels for each instance in x

numeric vector of loss weights to incure for each instance of x in case of misprediction.
Vector length should match length(y), but values are cycled if not of identical size.
Default to 1 so we define a standard 0/1 loss for SVM classifier.
The parameter might be useful to adapt SVM learning in case of unbalanced class distribution.

loss.weights

Bundle methods for minimization of convex and non-convex risk
under L1 or L2 regularization. Implements the algorithm proposed by Teo et
al. (JMLR 2010) as well as the extension proposed by Do and Artieres (JMLR
2012). The package comes with lot of loss functions for machine learning
which make it powerful for big data analysis. The applications includes:
structured prediction, linear SVM, multi-class SVM, f-beta optimization,
ROC optimization, ordinal regression, quantile regression,
epsilon insensitive regression, least mean square, logistic regression,
least absolute deviation regression (see package examples), etc... all with
L1 and L2 regularization.

hingeLoss: Hinge Loss function for SVM

Description

Usage

Arguments

Value

References

See Also