bmrm (version 1.7)

fbetaLoss: F beta score loss function

Description

F beta score loss function

Usage

fbetaLoss(w, x, y, beta = 1, cache = NULL)

Arguments

w

weight vector where the function have to be evaluated

x

matrix of training instances (one instance by row)

y

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

beta

a numeric value setting the beta parameter is the f-beta score

cache

if NULL (which is the case at the first call) parameters values are checked

Value

• a 2 element list (value,gradient) where "value" is the value of the function at point w, and "gradient" is the gradient of the loss function at w

References

Teo et al. A Scalable Modular Convex Solver for Regularized Risk Minimization. KDD 2007

See Also

bmrm