Sparse Multi-Task Learning


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Documentation for package ‘sMTL’ version 0.1.0

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cv.smtl cv.smtl: cross-validation function
grid.gen grid.gen: generate grid for cross-validation function. For internal package use only.
maxEigen maxEigen: maximum eigenvalue wrapper for Julia TSVD package. internal package use only
method_nm methods names: give name for printing. Internal package use only.
multiTaskRmse multiTaskRmse: RMSE for multi-task problems (averaged across tasks)
multiTaskRmse_MT multiTaskRmse: calculate average (across tasks) RMSE for multi-label prediction problems
predict predict: predict on smtl model object
reName_cv reName_cv: rename output from CV. For internal package use only.
rhoScale rhoScale: scale lambda_z depending on magnitude. For internal package use only.
seReturn seReturn: find smallest rho within 1 se of smallest cv error. For internal package use.
smtl smtl: make model-fitting function
smtl_setup smtl_setup: setup Julia path and/or install Julia or Julia packages using functions based on external package JuliaCall::julia_setup().
sparseCV sparseCV: cross-validation functions. For internal package use only.
sparseCV_MT sparseCV_MT: internal cross-validation functions. For internal package use only.
sparseL0Tn_iht sparseCV_L0: cross-validation functions. For internal package use only.
tuneZscale tuneZscale: scale lambda_z depending on magnitude. For internal package use only.