one.Immigrate {Immigrate}

one.Immigrate

Description

This function performs Immigrate(Iterative Max-Min Entropy Margin-Maximization with Interaction Terms) algorithm for one loop.

Usage

one.Immigrate(train_xx, train_yy, W, sig = 1)

Arguments

train_xx

model matrix of explanatory variables

train_yy

label vector

W

initial weight matrix

sig

sigma used in algorithm, default to be 1

Value

W

new weight matrix after one loop

C

cost after one loop

See Also

Please refer to https://github.com/RuzhangZhao/Immigrate/ for implementation demo.

Examples

data(park)
xx<-park$xx
yy<-park$yy
W0 <- diag(rep(1,ncol(xx)),ncol(xx))/sqrt(ncol(xx))
re<-one.Immigrate(xx,yy,W0)
print(re$w)