Immigrate {Immigrate} | R Documentation |
This function performs Immigrate(Iterative Max-Min Entropy Margin-Maximization with Interaction Terms ) algorithm.
Immigrate(xx, yy, w0, epsilon = 0.01, sig = 1, max_iter = 10, removesmall = FALSE, randomw0 = FALSE)
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 |
w |
new weight after one loop |
iter_num |
number of iteration for convergence |
final_c |
final cost |
Zhao R, Hong P, Liu J S. IMMIGRATE: A Margin-based Feature Selection Method with Interaction Terms[J]. arXiv preprint arXiv:1810.02658, 2018.
https://arxiv.org/abs/1810.02658 for more details.
data(park) xx<-park$xx yy<-park$yy re<-Immigrate(xx,yy) print(re)