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serkor1
SLmetrics:Machine Learning Performance Evaluation on Steroids
Performance evaluation metrics for supervised and unsupervised machine learning, statistical learning and artificial intelligence applications. Core computations are implemented in 'C++' for scalability and efficiency.
Maintained by Serkan Korkmaz. Last updated 2 days ago.
cppdata-analysisdata-scienceeigen3machine-learningperformance-metricsrcpprcppeigenstatisticssupervised-learningcppopenmp
22 stars 6.56 score
shaobo-li
MTE:Maximum Tangent Likelihood Estimation for Robust Linear Regression and Variable Selection
Several robust estimators for linear regression and variable selection are provided. Included are Maximum tangent likelihood estimator by Qin, et al., (2017) <arxiv:1708.05439>, least absolute deviance estimator and Huber regression. The penalized version of each of these estimator incorporates L1 penalty function, i.e., LASSO and Adaptive Lasso. They are able to produce consistent estimates for both fixed and high-dimensional settings.
Maintained by Shaobo Li. Last updated 2 years ago.
1 stars 3.70 score 8 scripts