BIM {Immigrate}

BIM

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

yy

label vector

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

matrix

list of weight matrices

weights

coefficient vectors for classifiers

sample_wt

sample 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.

See Also

Please refer to https://www.mdpi.com/1099-4300/22/3/291/htm for more details.

Examples

data(park)
xx<-park$xx
yy<-park$yy
re<-BIM(xx,yy)