votingLinearPredictor(
x, y, xtest = NULL,
classify = FALSE,
CVfold = 0,
randomSeed = 12345,
assocFnc = "cor", assocOptions = "use = 'p'",
featureWeightPowers = NULL, priorWeights = NULL,
weighByPrediction = 0,
nFeatures.hi = NULL, nFeatures.lo = NULL,
dropUnusedDimensions = TRUE,
verbose = 2, indent = 0)
x
.
If test set data are not given, only the prediction on training data will be returned.NULL
, the random generator is
not reset.bicor
.assocFnc
to obtain weights. Can be a single number or a vector
of arbitrary length; the returned value will contain one prediction per power.x
); (2) a matrix of dimensions length(featureWeightPowers)x(number of features);
or (3) array of dimensions (numbernFeatures.lo
is not given) will be used for prediction.nFeatures.hi
is also non-NULL.dropUnusedDimensions = FALSE
.xtest
is non-NULL, the predicted test response, in format analogous to predicted
above.CVfold
is non-zero, cross-validation prediction on the training data.sign(association) *
(association)^featureWeightPower
. Optionally, this weight is multiplied by priorWeights
. Further, a
feature prediction weight can be used to downweigh features that are not well predicted by other features
(see below).For classification, the (continuous) result of the above calculation is turned into ordinal values essentially by rounding.
If features exhibit non-trivial correlations among themselves (such as, for example, in gene expression
data), one can attempt to down-weigh features that do not exhibit the same correlation in the test set.
This is done by using essentially the same predictor to predict _features_ from all other features in the
test data (using the training data to train the feature predictor). Because test features are known, the
prediction accuracy can be evaluated. If a feature is predicted badly (meaning the error in the test set is
much larger than the error in the cross-validation prediction in training data),
it may mean that its quality in the
training or test data is low (for example, due to excessive noise or outliers).
Such features can be downweighed using the argument weighByPrediction
. The extra factor is
min(1, (root mean square prediction error in test set)/(root mean square cross-validation prediction error in
the trainig data)^weighByPrediction), that is it is never bigger than 1.
bicor
for robust correlation that can be used as an association measure