This function performs LFE(Local Feature Extraction) algorithm.
Usage
LFE(xx, yy, T = 5)
Arguments
xx
model matrix of explanatory variables
yy
label vector
T
number of instance used to update weights, default to be 5
Value
w
new weight matrix after LFE algorithm
References
Sun Y, Wu D. A relief based feature extraction algorithm[C]//Proceedings of the 2008 SIAM International Conference on Data Mining. Society for Industrial and Applied Mathematics, 2008: 188-195.