LFE: LFE

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

Description

This function performs LFE(Local Feature Extraction) algorithm.

Usage

LFE(xx, yy, T = 5)

Arguments

xx	model matrix of explanatory variables
yy	label vector
T	number of instance used to update weights, default to be 5

Value

w	new weight matrix after LFE algorithm

References

Sun Y, Wu D. A relief based feature extraction algorithm[C]//Proceedings of the 2008 SIAM International Conference on Data Mining. Society for Industrial and Applied Mathematics, 2008: 188-195.

Examples

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

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