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Model Tuning

This part of the package provides a simple API for model-tuning routines.

.. function:: gen_cross_validate(evalfun,n,model)

        Perform in parallel a generic cross-validation (CV) routine defined in ``evalfun`` by the splitting specified in ``model.cv_gen``.

        :param evalfun: function to evaluate
        :param n: total number of data points (instances) to create ``Kfold`` CV generator if ``model.cv_gen`` is undefined (null)
        :param model: ``SALSAModel`` which contains the ``cv_gen`` field of type ``Nullable{CrossValGenerator}`` [#f1]_ or ``model.output.cv_folds`` field containing predefined indices for each fold

        :return: an average of ``evalfun`` evaluations.


.. function:: misclass(y,yhat)

        Calculate misclassification rate as  :math:`\frac{1}{n}\sum_{i=1}^n I(y_i \neq \hat{y}_i)`.

.. function:: mse(y,yhat)

        Calculate mean squared error as  :math:`\frac{1}{n}\|y - \hat{y}\|^2`

.. function:: auc(y,yhat[,n=100])

        Calculate Area Under `ROC <https://en.wikipedia.org/wiki/Receiver_operating_characteristic>`_ Curve. Default number of thresholds is 100.

Footnotes

[1]wrapper around the type defined in MLBase.jl package
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