min_i y_i f(x_i) / sum_k |alpha_k| (ESL eq 16.7).
Usage
morie_esl_l1_margin(y, fitted, coefficients)
Arguments
- y
Labels in -1, +1.
- fitted
f(x_i).
- coefficients
alpha_k.
Value
Named list: margin, l1_norm, argmin (1-based).
References
Hastie, Tibshirani & Friedman (2009), sec. 16.2.2.
Examples
morie_esl_l1_margin(c(1, -1, 1), c(0.8, -0.5, 0.2), c(0.5, 0.3))$margin
#> [1] 0.25
