Learn R Programming

bst (version 0.3-13)

cv.mhingebst: Cross-Validation for Multi-class Hinge Boosting

Description

Cross-validated estimation of the empirical multi-class hinge loss for boosting parameter selection.

Usage

cv.mhingebst(x, y, balance=FALSE, K = 10, cost = NULL, family = "hinge", learner = c("tree", "ls", "sm"), ctrl = bst_control(), type = c("loss","error"), plot.it = TRUE, main = NULL, se = TRUE, n.cores=2, ...)

Arguments

x
a data frame containing the variables in the model.
y
vector of responses. y must be integers from 1 to C for C class problem.
balance
logical value. If TRUE, The K parts were roughly balanced, ensuring that the classes were distributed proportionally among each of the K parts.
K
K-fold cross-validation
cost
price to pay for false positive, 0 < cost < 1; price of false negative is 1-cost.
family
family = "hinge" for hinge loss.
learner
a character specifying the component-wise base learner to be used: ls linear models, sm smoothing splines, tree regression trees.
ctrl
an object of class bst_control.
type
for family="hinge", type="loss" is hinge risk.
plot.it
a logical value, to plot the estimated loss or error with cross validation if TRUE.
main
title of plot
se
a logical value, to plot with standard errors.
n.cores
The number of CPU cores to use. The cross-validation loop will attempt to send different CV folds off to different cores.
...
additional arguments.

Value

object with
residmat
empirical risks in each cross-validation at boosting iterations
fraction
abscissa values at which CV curve should be computed.
cv
The CV curve at each value of fraction
cv.error
The standard error of the CV curve
...

See Also

mhingebst