Leaky Hockey Stick Classifier

Leaky hockey stick classifier (LHSC) is a classification algorithm. This package provides procedures for solving LHSC in reproducing kernel Hilbert spaces. The algorithm is based on the majorization-minimization (MM) principle to compute the entire solution path at a given fine grid of regularization parameters.

Details

Suppose x is predictor and y is a binary response. The package computes the entire solution path over a grid of lambda values.

The main functions of the package lhsc include:
lhsc
cv.lhsc
predict.lhsc
plot.lhsc
plot.cv.lhsc

Author

Oh-Ran Kwon and Hui Zou
Maintainer: Oh-Ran Kwon kwon0085@umn.edu

References

Kwon, O. and Zou, H. (2023+) “Leaky Hockey Stick Loss: The First Negatively Divergent Margin-based Loss Function for Classification"