LiblineaR

R package LiblineaR: Linear Predictive Models Based on the ’LIBLINEAR’ C/C++ Library. A wrapper around the ’LIBLINEAR’ C/C++ library for machine learning (available at <http://www.csie.ntu.edu.tw/ cjlin/liblinear>). ’LIBLINEAR’ is a simple library for solving large-scale regularized linear classification and regression. It currently supports L2-regularized classification (such as logistic regression, L2-loss linear SVM and L1-loss linear SVM) as well as L1-regularized classification (such as L2-loss linear SVM and logistic regression) and L2-regularized support vector regression (with L1- or L2-loss). The main features of LiblineaR include multi-class classification (one-vs-the rest, and Crammer & Singer method), cross validation for model selection, probability estimates (logistic regression only) or weights for unbalanced data. The estimation of the models is particularly fast as compared to other libraries.