Adaptive Maximum Margin Criterion (AMMC) is a supervised linear dimension reduction method.
The method uses different weights to characterize the different contributions of the
training samples embedded in MMC framework. With the choice of a=0
, b=0
, and
lambda=1
, it is identical to standard MMC method.
do.ammc(
X,
label,
ndim = 2,
preprocess = c("center", "scale", "cscale", "decorrelate", "whiten"),
a = 1,
b = 1,
lambda = 1
)
an
a length-
an integer-valued target dimension.
an additional option for preprocessing the data.
Default is "center". See also aux.preprocess
for more details.
tuning parameter for between-class weight in
tuning parameter for within-class weight in
balance parameter for between-class and within-class scatter matrices in
a named list containing
an
a list containing information for out-of-sample prediction.
a
lu_adaptive_2011Rdimtools
# NOT RUN {
## load iris data
data(iris)
set.seed(100)
subid = sample(1:150,50)
X = as.matrix(iris[subid,1:4])
label = as.factor(iris[subid,5])
## try different lambda values
out1 = do.ammc(X, label, lambda=0.1)
out2 = do.ammc(X, label, lambda=1)
out3 = do.ammc(X, label, lambda=10)
## visualize
opar <- par(no.readonly=TRUE)
par(mfrow=c(1,3))
plot(out1$Y, main="AMMC::lambda=0.1", pch=19, cex=0.5, col=label)
plot(out2$Y, main="AMMC::lambda=1", pch=19, cex=0.5, col=label)
plot(out3$Y, main="AMMC::lambda=10", pch=19, cex=0.5, col=label)
par(opar)
# }
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