abcrlda:Asymptotically Bias-Corrected Regularized Linear Discriminant
Analysis
Offers methods to perform asymptotically bias-corrected regularized linear discriminant analysis (ABC_RLDA) for
cost-sensitive binary classification. The bias-correction is an
estimate of the bias term added to regularized discriminant
analysis (RLDA) that minimizes the overall risk. The default
magnitude of misclassification costs are equal and set to 0.5;
however, the package also offers the options to set them to
some predetermined values or, alternatively, take them as
hyperparameters to tune. A. Zollanvari, M. Abdirash, A. Dadlani
and B. Abibullaev (2019) <doi:10.1109/LSP.2019.2918485>.
