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bmrm (version 3.0)

fbetaLoss: F beta score loss function

Description

F beta score loss function

Usage

fbetaLoss(x, y, beta = 1)

Arguments

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

Value

a function taking one argument w and computing the loss value and the gradient at point w

References

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

See Also

bmrm