algorithms.cv

Module: algorithms.cv

Inheritance diagram for selectinf.algorithms.cv:

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CV

class selectinf.algorithms.cv.CV(loss, folds, lam_seq, objective_randomization=None, epsilon=None)

Bases: object

__init__(loss, folds, lam_seq, objective_randomization=None, epsilon=None)

Initialize self. See help(type(self)) for accurate signature.

CV_err(penalty, loss=None, residual_randomization=None, scale=None, solve_args={'min_its': 20, 'tol': 0.1})

Computes the non-randomized CV error and the one with added residual randomization

choose_lambda_CVr(scale=1.0, loss=None)

Minimizes CV error curve without randomization and the one with residual randomization

bootstrap_CVr_curve()

Bootstrap of CV error curve with residual randomization

choose_lambda_CVR(scale1=None, scale2=None, loss=None)

Minimizes CV error curve with additive randomization (CVR=CV+R1+R2=CV1+R2)

bootstrap_CVR_curve(scale1=None, scale2=None)

Bootstrap of CVR=CV+R1+R2 and CV1=CV+R1 curves

selectinf.algorithms.cv.main()