IM4E {Immigrate}

IM4E

Description

This function performs IM4E(Iterative Margin-Maximization under Max-Min Entropy) algorithm.

Usage

IM4E(
  xx,
  yy,
  epsilon = 0.01,
  sig = 1,
  lambda = 1,
  max_iter = 10,
  removesmall = FALSE
)

Arguments

xx

model matrix of explanatory variables

yy

label vector

epsilon

criterion for stopping iteration, default to be 0.01

sig

sigma used in algorithm, default to be 1

lambda

lambda used in algorithm, default to be 1

max_iter

maximum number of iteration

removesmall

whether remove features with small weights, default to be FALSE

Value

w

weight vector obtained by IM4E algorithm

iter_num

number of iteration for convergence

final_c

final cost value. Refer to the cost function in reference below for more details

References

Bei Y, Hong P. Maximizing margin quality and quantity[C]//Machine Learning for Signal Processing (MLSP), 2015 IEEE 25th International Workshop on. IEEE, 2015: 1-6.

Examples

data(park)
xx<-park$xx
yy<-park$yy
re<-IM4E(xx,yy)
print(re)