Rdimtools (version 1.0.6)

do.mifs: Mutual Information for Selecting Features

Description

MIFS is a supervised feature selection that iteratively increases the subset of variables by choosing maximally informative feature based on the mutual information.

Usage

do.mifs(
  X,
  label,
  ndim = 2,
  beta = 0.75,
  discretize = c("default", "histogram"),
  preprocess = c("null", "center", "scale", "cscale", "whiten", "decorrelate")
)

Arguments

X

an \((n\times p)\) matrix or data frame whose rows are observations and columns represent independent variables.

label

a length-\(n\) vector of class labels.

ndim

an integer-valued target dimension.

beta

penalty for relative importance of mutual information between the candidate and already-chosen features in iterations. Author proposes to use a value in \((0.5,1)\).

discretize

the method for each variable to be discretized. The paper proposes "default" method to use 10 bins while "histogram" uses automatic discretization via Sturges' method.

preprocess

an additional option for preprocessing the data. Default is "null". See also aux.preprocess for more details.

Value

a named list containing

Y

an \((n\times ndim)\) matrix whose rows are embedded observations.

featidx

a length-\(ndim\) vector of indices with highest scores.

trfinfo

a list containing information for out-of-sample prediction.

projection

a \((p\times ndim)\) whose columns are basis for projection.

References

battiti_using_1994Rdimtools

Examples

# NOT RUN {
## use iris data
## it is known that feature 3 and 4 are more important.
data(iris)
iris.dat = as.matrix(iris[,1:4])
iris.lab = as.factor(iris[,5])

## try different beta values
out1 = do.mifs(iris.dat, iris.lab, beta=0)
out2 = do.mifs(iris.dat, iris.lab, beta=0.5)
out3 = do.mifs(iris.dat, iris.lab, beta=1)

## visualize
opar <- par(no.readonly=TRUE)
par(mfrow=c(1,3))
plot(out1$Y, pch=19, col=iris.lab, main="beta=0")
plot(out2$Y, pch=19, col=iris.lab, main="beta=0.5")
plot(out3$Y, pch=19, col=iris.lab, main="beta=1")
par(opar)
# }
# NOT RUN {

# }