/Summer-ALO

Primary LanguageRMIT LicenseMIT

Summer-ALO

Docs

  • alo_derivation.pdf - Derivations of ALO for elastic net models.
  • alo_glmnet.pdf - Combined notes for glmnet related topic.
  • alo_svm.pdf - Notes on SVM related topic.
  • update.pdf - Notes on matrix inversion updates.

Files

  • e1071_test.R - Test file for ALO with e1071 package.
  • alocv_test.R - Test file for alocv package.
  • matUpdate.cpp - Rcpp functions for updating matrix inverse.
  • aloWrapper.R - R wrappers for Rcpp utilities.
  • Update_Test.R - Examples for matrix inverse updating.
  • glmnetALO.cpp - Main file for Elastic Net ALO.
  • svmALO.cpp - Main file for SVM ALO.