path.singboost {gfboost} | R Documentation |
Coefficient paths for SingBoost
Description
Runs SingBoost but saves the coefficients paths. If no coefficient path plot is needed, just use
singboost
.
Usage
path.singboost(
D,
M = 10,
m_iter = 100,
kap = 0.1,
singfamily = Gaussian(),
best = 1,
LS = FALSE
)
Arguments
D |
Data matrix. Has to be an n \times (p+1)- dimensional data frame in the format (X,Y) . The X- part must not
contain an intercept column containing only ones since this column will be added automatically.
|
M |
An integer between 2 and m_iter . Indicates that in every M- th iteration, a singular iteration will be
performed. Default is 10.
|
m_iter |
Number of SingBoost iterations. Default is 100.
|
kap |
Learning rate (step size). Must be a real number in ]0,1] . Default is 0.1 It is recommended to use
a value smaller than 0.5.
|
singfamily |
A Boosting family corresponding to the target loss function. See .mboost for families
corresponding to standard loss functions. May also use the loss functions for ranking losses provided in this
package. Default is Gaussian() for which SingBoost is just standard L_2- Boosting.
|
best |
Needed in the case of localized ranking. The parameter K of the localized ranking loss will be
computed by best \cdot n (rounded to the next larger integer). Warning: If a parameter K is inserted into the
LocRank family, it will be ignored when executing SingBoost.
|
LS |
If a singfamily object that is already provided by mboost is used, the respective Boosting algorithm
will be performed in the singular iterations if Ls is set to TRUE . Default is FALSE .
|
Value
Selected variables |
Names of the selected variables.
|
Coefficients |
The selected coefficients as an (p+1)- dimensional vector (i.e., including the zeroes).
|
Freqs |
Selection frequencies and a matrix for intercept and coefficient paths, respectively.
|
Intercept path |
The intercept path as an m_{iter}- dimensional vector.
|
Coefficient path |
The coefficient paths as a 2 \cdot m_{iter} \times 2- dimensional matrix.
|
[Package
gfboost version 0.1.1
Index]