one.Immigrate: one.Immigrate

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

Description

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

Usage

one.Immigrate(train_xx, train_yy, W, sig = 1)

Arguments

train_xx	model matrix of explanatory variables
train_yy	label vector
W	initial weight matrix
sig	sigma used in algorithm, default to be 1

Value

W	new weight matrix after one loop
C	cost after one loop

See Also

Please refer to https://github.com/RuzhangZhao/Immigrate/ for implementation demo.

Examples

data(park)
xx<-park$xx
yy<-park$yy
W0 <- diag(rep(1,ncol(xx)),ncol(xx))/sqrt(ncol(xx))
re<-one.Immigrate(xx,yy,W0)
print(re$w)

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