alvesvm

def linear_model_ensemble(X, y, X_test, fold_num, fold_num_sec, grid_search_range, oobe=True, x_val=True ):

      '''
      X         - Train set 
    
      y         - Train set labels with. Labels are 1 for pos instances and -1 for neg instances
    
      fold_num1 - Fold size for the first step X-validation to set the hyper-params
                and feature selectors
    

alvesvm

#Multi-Class Summary Function
#Based on caret:::twoClassSummary
require(compiler)
multiClassSummary <- cmpfun(function (data, lev = NULL, model = NULL){
  
  #Load Libraries
  require(Metrics)
  require(caret)
  
  #Check data