balanced.cv.fold

the class labels of each sample of the dataset

number of cross validation required

num.cv

Split a dataset for Cross Validation taking into account class balance

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.

balanced.cv.fold: Split a dataset for Cross Validation taking into account class balance

Description

Usage

Arguments

Value