predict.hierNet: Prediction function for hierNet and hierNet.logistic.

In hierNet: A Lasso for Hierarchical Interactions

Description

A function to perform prediction, using an x matrix and the output of the "hierNet" or "hiernet.logistic" function.

Usage

## S3 method for class 'hierNet'
predict(object, newx, newzz=NULL, ...)

Arguments

object	The results of a call to the "hierNet" or "hierNet.path" or function. The coefficients that are part of this object will be used for making predictions.
newx	The new x at which predictions should be made. Can be a vector or a matrix (one obseration per row).
newzz	Optional matrix of products of columns of newx, computed by compute.interactions.c
...	additional arguments (not currently used)

Value

yhat	Vector of predictions for each observation. For logistic model, these are the estimated probabilities.

Author(s)

Jacob Bien and Robert Tibshirani

References

Bien, J., Taylor, J., Tibshirani, R., (2013) "A Lasso for Hierarchical Interactions." Annals of Statistics. 41(3). 1111-1141.

See Also

hierNet, hierNet.path

Examples

set.seed(12)
x=matrix(rnorm(100*10),ncol=10)
x=scale(x,TRUE,TRUE)
y=x[,1]+2*x[,2]+ x[,1]*x[,2]+3*rnorm(100)
newx=matrix(rnorm(100*10),ncol=10)
fit=hierNet(x,y,lam=50)
yhat=predict(fit,newx)

fit=hierNet.path(x,y)
yhat=predict(fit,newx)

Example output

GG converged in 31 iterations.
i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 20 iterations.
i,lam= 3 79.89
GG converged in 26 iterations.
i,lam= 4 62.69
GG converged in 26 iterations.
i,lam= 5 49.2
GG converged in 26 iterations.
i,lam= 6 38.61
GG converged in 48 iterations.
i,lam= 7 30.3
GG converged in 57 iterations.
i,lam= 8 23.78
GG converged in 62 iterations.
i,lam= 9 18.66
GG converged in 55 iterations.
i,lam= 10 14.64
GG converged in 63 iterations.
i,lam= 11 11.49
GG converged in 60 iterations.
i,lam= 12 9.02
GG converged in 119 iterations.
i,lam= 13 7.08
GG converged in 122 iterations.
i,lam= 14 5.55
GG converged in 139 iterations.
i,lam= 15 4.36
GG converged in 147 iterations.
i,lam= 16 3.42
GG converged in 200 iterations.
i,lam= 17 2.68
GG converged in 374 iterations.
i,lam= 18 2.11
GG converged in 291 iterations.
i,lam= 19 1.65
GG converged in 602 iterations.
i,lam= 20 1.3
GG converged in 657 iterations.

hierNet documentation built on Feb. 6, 2020, 5:09 p.m.