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This package contains a classifier that can be used to train a two-class kernel logistic regression model with the kernel functions that are available in WEKA. It optimises the negative log-likelihood with a quadratic penalty. Both, BFGS and conjugate gradient descent, are available as optimisation methods, but the former is normally faster. It is possible to use multiple threads, but the speed-up is generally very marginal when used with BFGS optimisation. With conjugate gradient descent optimisation, greater speed-ups can be achieved when using multiple threads. With the default kernel, the dot product kernel, this method produces results that are close to identical to those obtained using standard logistic regression in WEKA, provided a sufficiently large value for the parameter determining the size of the quadratic penalty is used in both cases.

This metaclassifier makes its base classifier cost-sensitive using the method specified in Pedro Domingos: MetaCost: A general method for making classifiers cost-sensitive. In: Fifth International Conference on Knowledge Discovery and Data Mining, 155-164, 1999. This classifier should produce similar results to one created by passing the base learner to Bagging, which is in turn passed to a CostSensitiveClassifier operating on minimum expected cost. The difference is that MetaCost produces a single cost-sensitive classifier of the base learner, giving the benefits of fast classification and interpretable output (if the base learner itself is interpretable). This implementation uses all bagging iterations when reclassifying training data (the MetaCost paper reports a marginal improvement when only those iterations containing each training instance are used in reclassifying that instance).