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bst (version 0.3-2)

cv.mhinge: Cross-Validation for one-vs-all HingeBoost with multi-class problem

Description

Cross-validated estimation of the empirical misclassification error for boosting parameter selection.

Usage

cv.mhinge(x, y, balance=FALSE, K=10, cost = NULL, nu=0.1, learner=c("tree", "ls", "sm"), maxdepth=1, m1=200, twinboost = FALSE, m2=200, trace=FALSE, plot.it = TRUE, se = TRUE, ...)

Arguments

x
a data frame containing the variables in the model.
y
vector of multi class responses. y must be an interger vector 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.
nu
a small number (between 0 and 1) defining the step size or shrinkage parameter.
learner
a character specifying the component-wise base learner to be used: ls linear models, sm smoothing splines, tree regression trees.
maxdepth
tree depth used in learner=tree
m1
number of boosting iteration
twinboost
logical: twin boosting?
m2
number of twin boosting iteration
trace
if TRUE, iteration results printed out
plot.it
a logical value, to plot the estimated risks if TRUE.
se
a logical value, to plot with standard errors.
...
additional arguments.

Value

  • object with
  • residmatempirical risks in each cross-validation at boosting iterations
  • fractionabscissa values at which CV curve should be computed.
  • cvThe CV curve at each value of fraction
  • cv.errorThe standard error of the CV curve
  • ...

See Also

mhinge