Leaky Hockey Stick Loss: The First Negatively Divergent Margin-based Loss Function for Classification

This repository provides an R package, lhsc, for fitting leaky hockey stick classifier, from the paper:

Oh-Ran Kwon and Hui Zou (2023) Leaky Hockey Stick Loss: The First Negatively Divergent Margin-based Loss Function for Classification, Journal of Machine Learning Research, 24(239), 1-40. URL: http://jmlr.org/papers/v24/22-1104.html

Installation of the R package lhsc

You may need the Fortran compiler (gfortran) on your system, as this R package contains Fortran code. To proceed, open an R prompt and type the following commands:

library(devtools)
devtools::install_github("ohrankwon/lhsc")
library(lhsc)