Iterative Max-Min Entropy Margin-Maximization with Interaction Terms for Feature Selection

Based on large margin principle, this package performs feature selection methods: "IM4E"(Iterative Margin-Maximization under Max-Min Entropy Algorithm); "imIM4E"(imbalance Iterative Margin-Maximization under Max-Min Entropy Algorithm); "Immigrate"(Iterative Max-Min Entropy Margin-Maximization with Interaction Terms Algorithm); "BIM"(Boosted version of IMMIGRATE algorithm); "Simba"(Iterative Search Margin Based Algorithm); "LFE"(Local Feature Extraction Algorithm). This package also performs prediction for the above feature selection methods. See Zhao et al. (2018) for more details.