sim_reg2 {randomMachines}R Documentation

Simulation for a regression toy examples from Random Machines Regression 2

Description

Simulation toy example initially found in Scornet (2016), and used and escribed by Ara et. al (2022). Inputs are 8 independent variables uniformly distributed on the interval [-1,1]. Outputs are generated following the equation

Y={X_{1}}{X_{2}}+{X^{2}_{3}}-{X_{4}}{X_{7}}+{X_{5}}{X_{8}}-{X^{2}_{6}}+ \varepsilon, \varepsilon \sim \mathcal{N}(0,\sigma^{2})

Usage

sim_reg2(n, sigma)

Arguments

n

Sample size

sigma

Standard deviation of residual noise

Value

A simulated data.frame with two predictors and the target variable.

Author(s)

Mateus Maia: mateusmaia11@gmail.com, Anderson Ara: ara@ufpr.br

References

Ara, Anderson, et al. "Regression random machines: An ensemble support vector regression model with free kernel choice." Expert Systems with Applications 202 (2022): 117107.

Scornet, E. (2016). Random forests and kernel methods. IEEE Transactions on Information Theory, 62(3), 1485-1500.

Examples

library(randomMachines)
sim_data <- sim_reg2(n=100)

[Package randomMachines version 0.1.0 Index]