R/BIM.R

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

#' BIM
#'
#' This function performs BIM algorithm (Boosted version of IMMIGRATE).
#' @param xx model matrix of explanatory variables
#' @param yy label vector
#' @param nBoost number of classifiers in BIM, default to be 3
#' @param max_iter maximum number of iteration for IMMIRGATE classifier, default to be 5
#' @param removesmall whether remove features with small weights, default to be FALSE
#' @param sigstart start of sigma used in algorithm, default to be 0.02
#' @param sigend end of sigma used in algorithm, default to be 4
#' @keywords BIM
#' @return \item{matrix}{list of weight matrices}
#' @return \item{weights}{coefficient vectors for classifiers}
#' @return \item{sample_wt}{sample weights, refer to cost function in link below for more details}
#' @import Rcpp

#' @export
#' @examples
#' data(park)
#' xx<-park$xx
#' yy<-park$yy
#' re<-BIM(xx,yy)
#' @references Zhao, Ruzhang, Pengyu Hong, and Jun S. Liu. "IMMIGRATE: A Margin-based Feature Selection Method with Interaction Terms." Entropy 22.3 (2020): 291.
#' @seealso Please refer to \url{https://www.mdpi.com/1099-4300/22/3/291/htm} for more details.

BIM<-function(xx,yy,nBoost=3,max_iter=5,removesmall=FALSE,sigstart=0.02,sigend=4){
  suppressWarnings(
    res<-(BIMCpp(oneboostImmigrate = one.boost.Immigrate, xx, yy, 
                        nIter = nBoost, max_iter = max_iter, removesmall = removesmall, sigstart=sigstart, sigend=sigend)))
  class(res)<-"BIM"
  return(res)
}