Description Usage Arguments Value References See Also Examples
This function performs IMMIGRATE(Iterative Max-Min Entropy Margin-Maximization with Interaction Terms ) algorithm. IMMIGRATE is a hypothesis-margin based feature selection method with interaction terms. Its weight matrix reflects the relative importance of features and their iteractions, which can be used for feature selection.
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xx |
model matrix of explanatory variables |
yy |
label vector |
w0 |
initial weight matrix, default to be diagonal matrix when missing |
epsilon |
criterion for stopping iteration |
sig |
sigma used in algorithm, default to be 1. Refer to the cost function in the link below for more details |
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 |
weight matrix obtained by IMMIGRATE algorithm |
iter_num |
number of iteration for convergence |
final_c |
final cost value. Refer to the cost function in link below for more details |
Zhao, Ruzhang, Pengyu Hong, and Jun S. Liu. "IMMIGRATE: A Margin-based Feature Selection Method with Interaction Terms." Entropy 22.3 (2020): 291.
Please refer to https://www.mdpi.com/1099-4300/22/3/291/htm for more details.
Please refer to https://github.com/RuzhangZhao/Immigrate/ for implementation demo.
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