Description
This function performs BIM algorithm (Boosted version of IMMIGRATE).
Usage
BIM(
xx,
yy,
nBoost = 3,
max_iter = 5,
removesmall = FALSE,
sigstart = 0.02,
sigend = 4
)
Arguments
xx
model matrix of explanatory variables
nBoost
number of classifiers in BIM, default to be 3
max_iter
maximum number of iteration for IMMIRGATE classifier, default to be 5
removesmall
whether remove features with small weights, default to be FALSE
sigstart
start of sigma used in algorithm, default to be 0.02
sigend
end of sigma used in algorithm, default to be 4
Value
matrixlist of weight matrices
weightscoefficient vectors for classifiers
sample_wtsample weights, refer to cost function in link below for more details
References
Zhao, Ruzhang, Pengyu Hong, and Jun S. Liu. "IMMIGRATE: A Margin-based Feature Selection Method with Interaction Terms." Entropy 22.3 (2020): 291.
Examples
Run this code# NOT RUN {
data(park)
xx<-park$xx
yy<-park$yy
re<-BIM(xx,yy)
# }
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