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

Language: MATLAB - Size: 34.2 KB - Last synced at: over 1 year ago - Pushed at: almost 5 years ago - Stars: 0 - Forks: 1