scadsvc {penalizedSVM} | R Documentation |
Fit SCAD SVM model
Description
SVM with variable selection (clone selection) using SCAD penalty.
Usage
scadsvc(lambda1 = 0.01, x, y, a = 3.7, tol= 10^(-4), class.weights= NULL,
seed=123, maxIter=700, verbose=TRUE)
Arguments
lambda1 |
tuning parameter in SCAD function (default : 0.01) |
x |
n-by-d data matrix to train (n chips/patients, d clones/genes) |
y |
vector of class labels -1 or 1\'s (for n chips/patiens ) |
a |
tuning parameter in scad function (default: 3.7) |
tol |
the cut-off value to be taken as 0 |
class.weights |
a named vector of weights for the different classes, used for asymetric class sizes. Not all factor levels have to be supplied (default weight: 1). All components have to be named. (default: NULL) |
seed |
seed |
maxIter |
maximal iteration, default: 700 |
verbose |
verbose, default: TRUE |
Details
Adopted from Matlab code: http://www4.stat.ncsu.edu/~hzhang/software.html
Value
w |
coefficients of the hyperplane. |
b |
intercept of the hyperplane. |
xind |
the index of the selected features (genes) in the data matrix. |
xqx |
internal calculations product |
fitted |
fit of hyperplane f(x) for all _training_ samples with reduced set of features. |
index |
the index of the resulting support vectors in the data matrix. |
type |
type of svm, from svm function. |
lambda1 |
optimal lambda1. |
gacv |
corresponding gacv. |
iter |
nuber of iterations. |
Author(s)
Axel Benner
References
Zhang, H. H., Ahn, J., Lin, X. and Park, C. (2006). Gene selection using support vector machines with nonconvex penalty. Bioinformatics, 22, pp. 88-95.
See Also
findgacv.scad
, predict.penSVM
, sim.data
Examples
# simulate data
train<-sim.data(n = 200, ng = 100, nsg = 10, corr=FALSE, seed=12)
print(str(train))
# train data
model <- scadsvc(as.matrix(t(train$x)), y=train$y, lambda=0.01)
print(str(model))
print(model)