A classifier that endeavors to solve the saddle point problem for AUC maximization.
Project description
CalfMilp is a binomial classifier that implements a course approximation linear function by mixed integer linear programming.
Contact
Rolf Carlson hrolfrc@gmail.com
Install
Use pip to install calf-milp.
pip install calf-milp
Introduction
CalfMilp provides classification and prediction for two classes, the binomial case. Small problems are supported. This is research code and a work in progress.
CalfMilp is designed for use with scikit-learn pipelines and composite estimators.
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