knitr::opts_chunk$set(eval = TRUE)
Load the depression data into R.
file <- "https://github.com/celehs/KESER/raw/master/rdata/depression.rds" data <- readRDS(url(file, "rb"))
Integrative Feature Selection with Embeddings from Two Sites
library(KESER) system.time(int.fit.results <- int.feature.selection( data$X_full_lst[1:2], data$Y_full_lst[1:2], data$X_train_lst[1:2], data$Y_train_lst[1:2], data$X_valid_lst[1:2], data$Y_valid_lst[1:2], lambda_lst = NULL, add.ridge = TRUE)) int.fit.results
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