Science Score: 13.0%
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Low similarity (7.5%) to scientific vocabulary
Keywords
Repository
Bilevel Optimization Selector of Operators
Basic Info
Statistics
- Stars: 2
- Watchers: 1
- Forks: 0
- Open Issues: 0
- Releases: 1
Topics
Metadata Files
README.md
Introduction to BOSO
We present BOSO, an R package to perform feature selection in a linear regression problem. It implements a Bilevel Optimization Selector Operator.
Installation
BOSO can be installed from CRAN repository:
{r}
install.packages("BOSO")
Alternatively, it can be downloaded and installed from github:
{r}
library(devtools)
install_github(repo="lvalcarcel/BOSO", subdir="BOSO")
Introduction
The package package has been prepared to work like 'glmnet' and 'lasso', presented in the BestSubset package.
``` r library(BOSO)
Load the data prepared for this test
data("sim.xy", package = "BOSO")
Xtr <- sim.xy[['high-5']]$x Ytr <- sim.xy[['high-5']]$y Xval <- sim.xy[['high-5']]$xval Yval <- sim.xy[['high-5']]$yval
Perform BOSO
time <- Sys.time() obj <- BOSO(x = Xtr, y = Ytr, xval = Xval, yval = Yval, IC = 'eBIC', nlambda=100, intercept= 0, standardize = 0, Threads=4, timeLimit = 60, verbose = 3, seed = 2021) time <- as.numeric(Sys.time() - time)
```
obj is a BOSO object, which have the following associated functions:
coef(obj)returns the coefficients (betas) of the linear regression.predict(obj, xnew)returns the predicted outcome with a new X matrix.
``` r betas <- coef(obj) print(betas[betas!=0])
Ytrpredicted <- predict(obj, Xtr) print(paste0("MSE for training set is ", round(mean((Ytrpredicted-Ytr)^2),5)))
Yvalpredicted <- predict(obj, Xval) print(paste0("MSE for validation set is ", round(mean((Yvalpredicted-Yval)^2),5))) ```
Owner
- Name: Luis V. Valcárcel
- Login: lvalcarcel
- Kind: user
- Repositories: 2
- Profile: https://github.com/lvalcarcel
GitHub Events
Total
Last Year
Packages
- Total packages: 1
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Total downloads:
- cran 314 last-month
- Total dependent packages: 0
- Total dependent repositories: 0
- Total versions: 2
- Total maintainers: 1
cran.r-project.org: BOSO
Bilevel Optimization Selector Operator
- Homepage: https://github.com/lvalcarcel/BOSO
- Documentation: http://cran.r-project.org/web/packages/BOSO/BOSO.pdf
- License: GPL-3
- Status: removed
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Latest release: 1.0.4
published almost 2 years ago
Rankings
Maintainers (1)
Dependencies
- R >= 4.0 depends
- MASS * imports
- Matrix * imports
- methods * imports
- BiocStyle * suggests
- bestsubset * suggests
- cplexAPI * suggests
- devtools * suggests
- dplyr * suggests
- ggplot2 * suggests
- ggpubr * suggests
- glmnet * suggests
- kableExtra * suggests
- knitr * suggests
- rmarkdown * suggests
- testthat * suggests