subsampling | R Documentation |
Multinomial sparse group lasso generic subsampling procedure using multiple possessors
subsampling(x, classes, sampleWeights = NULL, grouping = NULL,
groupWeights = NULL, parameterWeights = NULL, alpha = 0.5,
standardize = TRUE, lambda, d = 100, training, test,
intercept = TRUE, sparse.data = is(x, "sparseMatrix"),
collapse = FALSE, max.threads = NULL, use_parallel = FALSE,
algorithm.config = msgl.standard.config)
x |
design matrix, matrix of size |
classes |
classes, factor of length |
sampleWeights |
sample weights, a vector of length |
grouping |
grouping of features (covariates), a vector of length |
groupWeights |
the group weights, a vector of length
for all other weights. |
parameterWeights |
a matrix of size |
alpha |
the |
standardize |
if TRUE the features are standardize before fitting the model. The model parameters are returned in the original scale. |
lambda |
lambda.min relative to lambda.max or the lambda sequence for the regularization path (that is a vector or a list of vectors with the lambda sequence for the subsamples). |
d |
length of lambda sequence (ignored if |
training |
a list of training samples, each item of the list corresponding to a subsample.
Each item in the list must be a vector with the indices of the training samples for the corresponding subsample.
The length of the list must equal the length of the |
test |
a list of test samples, each item of the list corresponding to a subsample.
Each item in the list must be vector with the indices of the test samples for the corresponding subsample.
The length of the list must equal the length of the |
intercept |
should the model include intercept parameters |
sparse.data |
if TRUE |
collapse |
if |
max.threads |
Deprecated (will be removed in 2018),
instead use |
use_parallel |
If |
algorithm.config |
the algorithm configuration to be used. |
link |
the linear predictors – a list of length |
response |
the estimated probabilities – a list of length |
classes |
the estimated classes – a list of length |
features |
number of features used in the models. |
parameters |
number of parameters used in the models. |
classes.true |
a list of length |
Martin Vincent
data(SimData)
# A quick look at the data
dim(x)
table(classes)
test <- list(1:20, 21:40)
train <- lapply(test, function(s) (1:length(classes))[-s])
# Run subsampling
# Using a lambda sequence ranging from the maximal lambda to 0.5 * maximal lambda
fit.sub <- msgl::subsampling(x, classes, alpha = 0.5, lambda = 0.5, training = train, test = test)
# Print some information
fit.sub
# Mean misclassification error of the tests
Err(fit.sub)
# Negative log likelihood error
Err(fit.sub, type="loglike")
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