GitHub / T-Obuchi / AcceleratedCVonMLR_matlab
This MATLAB package enables to efficiently compute leave-one-out cross validation error for multinomial logistic regression with elastic net (L1 and L2) penalty. The computation is based on an analytical approximation, which enables to avoid re-optimization and to reduce much computational time. Python version: https://github.com/T-Obuchi/AcceleratedCVonMLR_python
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Forks: 1
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License: gpl-3.0
Language: MATLAB
Size: 34.2 KB
Dependencies parsed at: Pending
Created at: over 7 years ago
Updated at: over 1 year ago
Pushed at: over 4 years ago
Last synced at: over 1 year ago
Topics: binomial-logistic-regression, lambda2, multinomial-logistic-regression