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Solving Classification problems in R

Do you mean supervised or unsupervised classification.

If supervised, I have had great success using gradient boosted
classification in package gbm. multinomial distribution will get you
multiple classes and it will select relevant predictors by itself
given the training data.

Not sure about the customized cost functions

Jean-Olivier Irisson
?
Universit? Pierre et Marie Curie
Laboratoire d'Oc?anographie de Villefranche
181 Chemin du Lazaret 06230 Villefranche-sur-Mer
Tel: +33 04 93 76 38 04
Mob: +33 06 21 05 19 90
http://www.obs-vlfr.fr/~irisson/
Send me large files at: http://www.obs-vlfr.fr/~irisson/upload/
On Fri, Feb 28, 2014 at 5:53 PM, Sergio Fonda <sergio.fonda99 at gmail.com> wrote: