Linwrap can be used to train a L2-regularized logistic regression classifier or a linear Support Vector Regressor. You can optimize C (the L2 regularization parameter), w (the class weight) or k (the number of bags, i.e. use bagging). You can also find the optimal classification threshold using MCC maximization, use k-folds cross validation, parallelization, etc. In the regression case, you can only optimize C and epsilon.
When using bagging, each model is trained on balanced bootstraps from the training set (one bootstrap for the positive class, one for the negative class). The size of the bootstrap is the size of the smallest (under-represented) class.
Published: 13 Jan 2023