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.


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install.packages("Immigrate")

0.0.2 by Ruzhang Zhao, a month ago


https://CRAN.R-project.org/package=Immigrate, https://github.com/RuzhangZhao/Immigrate/, https://arxiv.org/abs/1810.02658


Browse source code at https://github.com/cran/Immigrate


Authors: Ruzhang Zhao , Pengyu Hong , Jun S. Liu


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp, pROC, stats

Linking to Rcpp


See at CRAN