Immigrate {Immigrate}R Documentation

Immigrate

Description

This function performs Immigrate(Iterative Max-Min Entropy Margin-Maximization with Interaction Terms ) algorithm.

Usage

Immigrate(xx, yy, w0, epsilon = 0.01, sig = 1, max_iter = 10,
  removesmall = FALSE, randomw0 = FALSE)

Arguments

xx

model matrix of explanatory variables

yy

label vector

w0

initial weights

epsilon

criterion for stopping iteration

sig

sigma used in algorithm, default to be 1

max_iter

maximum number of iteration

removesmall

whether to remove features with small weights, default to be FALSE

randomw0

whether to use randomly initial weights, default to be FALSE

Value

w

new weight after one loop

iter_num

number of iteration for convergence

final_c

final cost

References

Zhao R, Hong P, Liu J S. IMMIGRATE: A Margin-based Feature Selection Method with Interaction Terms[J]. arXiv preprint arXiv:1810.02658, 2018.

See Also

https://arxiv.org/abs/1810.02658 for more details.

Examples

data(park)
xx<-park$xx
yy<-park$yy
re<-Immigrate(xx,yy)
print(re)

[Package Immigrate version 0.0.2 Index]