Description Usage Arguments Value Author(s) See Also Examples
Run hierarchical clustering following by a group-lasso on all the different partitions.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 | MLGL(
X,
y,
hc = NULL,
lambda = NULL,
weightLevel = NULL,
weightSizeGroup = NULL,
intercept = TRUE,
loss = c("ls", "logit"),
sizeMaxGroup = NULL,
verbose = FALSE,
...
)
MLGL.formula(
formula,
data,
hc = NULL,
lambda = NULL,
weightLevel = NULL,
weightSizeGroup = NULL,
intercept = TRUE,
loss = c("ls", "logit"),
verbose = FALSE,
...
)
|
X |
matrix of size n*p |
y |
vector of size n. If loss = "logit", elements of y must be in -1,1 |
hc |
output of |
lambda |
lambda values for group lasso. If not provided, the function generates its own values of lambda |
weightLevel |
a vector of size p for each level of the hierarchy. A zero indicates that the level will be ignored. If not provided, use 1/(height between 2 successive levels). Only if |
weightSizeGroup |
a vector of size 2*p-1 containing the weight for each group. Default is the square root of the size of each group. Only if |
intercept |
should an intercept be included in the model ? |
loss |
a character string specifying the loss function to use, valid options are: "ls" least squares loss (regression) and "logit" logistic loss (classification) |
sizeMaxGroup |
maximum size of selected groups. If NULL, no restriction |
verbose |
print some information |
... |
Others parameters for |
formula |
an object of class "formula" (or one that can be coerced to that class): a symbolic description of the model to be fitted. |
data |
an optional data frame, list or environment (or object coercible by as.data.frame to a data frame) containing the variables in the model. If not found in data, the variables are taken from environment(formula) |
a MLGL object containing :
lambda values
intercept values for lambda
A list containing the values of estimated coefficients for each values of lambda
A list containing the index of selected variables for each values of lambda
A list containing the values index of selected groups for each values of lambda
A vector containing the number of non zero coefficients for each values of lambda
A vector containing the number of non zero groups for each values of lambda
A list containing 3 vectors. var : all variables used. group : associated groups. weight : weight associated with the different groups. level : for each group, the corresponding level of the hierarchy where it appears and disappears. 3 indicates the level with a partition of 3 groups.
computation time
dimension of X
Output of hierarchical clustering
Code executed by user
Quentin Grimonprez
cv.MLGL, stability.MLGL, listToMatrix, predict.MLGL, coef.MLGL, plot.cv.MLGL
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