Immigrate (0.0.2)

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

https://CRAN.R-project.org/package=Immigrate
https://github.com/RuzhangZhao/Immigrate/
https://arxiv.org/abs/1810.02658
http://cran.r-project.org/web/packages/Immigrate

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.

Maintainer: Ruzhang Zhao
Author(s): Ruzhang Zhao, Pengyu Hong, Jun S. Liu

License: GPL (>= 2)

Uses: pROC, Rcpp

Released 11 months ago.