coef.BOSO

This is an equivalent function to the one offered by 
 <code>coef.glmnet</code> for extraction of coefficients.

A novel feature selection algorithm for linear regression called
BOSO (Bilevel Optimization Selector Operator). The main contribution is the
use a bilevel optimization problem to select the variables in the training
problem that minimize the error in the validation set. Preprint available:
[Valcarcel, L. V., San Jose-Eneriz, E., Cendoya, X., Rubio, A., Agirre, X.,
Prosper, F., & Planes, F. J. (2020). "BOSO: a novel feature selection
algorithm for linear regression with high-dimensional data." bioRxiv.
<doi:10.1101/2020.11.18.388579>].
In order to run the vignette, it is recommended to install the 'bestsubset' package,
using the following command: devtools::install_github(repo="ryantibs/best-subset", subdir="bestsubset").
If you do not have gurobi, run devtools::install_github(repo="lvalcarcel/best-subset", subdir="bestsubset").
Moreover, to install cplexAPI you can check <https://github.com/lvalcarcel/cplexAPI>.

Luis V. Valcarcel

BOSO

Bilevel Optimization Selector Operator

Edurne San Jose-Eneriz

Xabier Cendoya

Angel Rubio

Xabier Agirre

Felipe Prósper

Francisco J. Planes

coef.BOSO function

<dl><dt>object</dt>
<dd>Fitted 'BOSO' or 'BOSO.single' object</dd>
<dt>beta0</dt>
<dd>Force beta0 to appear (output of 'p+1' features)</dd>
<dt>...</dt>
<dd>extra arguments for future updates</dd></dl>

Arguments

Extract coefficients from a BOSO object — coef.BOSO

<dl>

<dt>object</dt>
<dd>Fitted 'BOSO' or 'BOSO.single' object</dd>


<dt>beta0</dt>
<dd>Force beta0 to appear (output of 'p+1' features)</dd>


<dt>...</dt>
<dd>extra arguments for future updates</dd>

</dl>

coef.BOSO: Extract coefficients from a BOSO object

Description

Usage

Value

Arguments