MLmetrics - Machine Learning Evaluation Metrics
A collection of evaluation metrics, including loss, score and utility functions, that measure regression, classification and ranking performance.
Last updated 10 months ago
10.93 score 69 stars 19 dependents 2.2k scripts 9.6k downloadsrBayesianOptimization - Bayesian Optimization of Hyperparameters
A Pure R implementation of Bayesian Global Optimization with Gaussian Processes.
Last updated 10 months ago
8.32 score 85 stars 2 dependents 291 scripts 841 downloadsFinCovRegularization - Covariance Matrix Estimation and Regularization for Finance
Estimation and regularization for covariance matrix of asset returns. For covariance matrix estimation, three major types of factor models are included: macroeconomic factor model, fundamental factor model and statistical factor model. For covariance matrix regularization, four regularized estimators are included: banding, tapering, hard-thresholding and soft- thresholding. The tuning parameters of these regularized estimators are selected via cross-validation.
Last updated 8 years ago
4.30 score 7 stars 1 dependents 19 scripts 209 downloads