bst (version 0.3-17)

bfunc: Compute upper bound of second derivative of loss

Description

Compute upper bound of second derivative of loss.

Usage

bfunc(family, s)

Arguments

family

a family from "closs", "gloss", "qloss" for classification and "clossR" for robust regression.

s

a parameter related to robustness.

Value

A positive number.

Details

A finite upper bound is required in quadratic majorization.