This function performs Simba(Iterative Search Margin Based Algorithm).
Usage
Simba(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 after Simba algorithm
References
Gilad-Bachrach R, Navot A, Tishby N. Margin based feature selection-theory and algorithms[C]//Proceedings of the twenty-first international conference on Machine learning. ACM, 2004: 43.