BIM: BIM

In Immigrate: Iterative Max-Min Entropy Margin-Maximization with Interaction Terms for Feature Selection

Description

This function performs BIM algorithm (Boosted version of IMMIGRATE).

Usage

BIM(
  xx,
  yy,
  nBoost = 3,
  max_iter = 5,
  removesmall = FALSE,
  sigstart = 0.02,
  sigend = 4
)

Arguments

xx	model matrix of explanatory variables
yy	label vector
nBoost	number of classifiers in BIM, default to be 3
max_iter	maximum number of iteration for IMMIRGATE classifier, default to be 5
removesmall	whether remove features with small weights, default to be FALSE
sigstart	start of sigma used in algorithm, default to be 0.02
sigend	end of sigma used in algorithm, default to be 4

Value

matrix	list of weight matrices
weights	coefficient vectors for classifiers
sample_wt	sample weights, refer to cost function in link below for more details

References

Zhao, Ruzhang, Pengyu Hong, and Jun S. Liu. "IMMIGRATE: A Margin-based Feature Selection Method with Interaction Terms." Entropy 22.3 (2020): 291.

See Also

Please refer to https://www.mdpi.com/1099-4300/22/3/291/htm for more details.

Examples

data(park)
xx<-park$xx
yy<-park$yy
re<-BIM(xx,yy)

Immigrate documentation built on July 1, 2020, 11:17 p.m.