LassoCMA {CMA} | R Documentation

## L1 penalized logistic regression

### Description

The Lasso (Tibshirani, 1996) is one of the most popular tools for simultaneous shrinkage and variable selection. Recently, Friedman, Hastie and Tibshirani (2008) have developped and algorithm to compute the entire solution path of the Lasso for an arbitrary generalized linear model, implemented in the package `glmnet`. The method can be used for variable selection alone, s. `GeneSelection`.
For `S4` method information, see `LassoCMA-methods`.

### Usage

    LassoCMA(X, y, f, learnind, norm.fraction = 0.1,models=FALSE,...)

### Arguments

`X` | Gene expression data. Can be one of the following: A `matrix`. Rows correspond to observations, columns to variables. A `data.frame`, when `f` is not missing (s. below). An object of class `ExpressionSet`. note: by default, the predictors are scaled to have unit variance and zero mean. Can be changed by passing `standardize = FALSE` via the `...` argument.
`y` | Class labels. Can be one of the following: A `numeric` vector. A `factor`. A `character` if `X` is an `ExpressionSet` that specifies the phenotype variable. `missing`, if `X` is a `data.frame` and a proper formula `f` is provided. WARNING: The class labels will be re-coded to range from `0` to `K-1`, where `K` is the total number of different classes in the learning set.
`f` | A two-sided formula, if `X` is a `data.frame`. The left part correspond to class labels, the right to variables.
`learnind` | An index vector specifying the observations that belong to the learning set. May be `missing`; in that case, the learning set consists of all observations and predictions are made on the learning set.
`norm.fraction` | L1 Shrinkage intensity, expressed as the fraction of the coefficient L1 norm compared to the maximum possible L1 norm (corresponds to `fraction = 1`). Lower values correspond to higher shrinkage. Note that the default (0.1) need not produce good results, i.e. tuning of this parameter is recommended.
`models` | a logical value indicating whether the model object shall be returned
`...` | Further arguments passed to the function `glmpath` from the package of the same name.

### Value

An object of class `clvarseloutput`.

### Note

For a strongly related method, s. `ElasticNetCMA`.
Up to now, this method can only be applied to binary classification.

### Author(s)

Martin Slawski ms@cs.uni-sb.de
Anne-Laure Boulesteix boulesteix@ibe.med.uni-muenchen.de
Christoph Bernau bernau@ibe.med.uni-muenchen.de

### References

Tibshirani, R. (1996)
Regression shrinkage and selection via the lasso.
Journal of the Royal Statistical Society B, 58(1), 267-288

Friedman, J., Hastie, T. and Tibshirani, R. (2008) Regularization
Paths for Generalized Linear Models via Coordinate Descent
http://www-stat.stanford.edu/~hastie/Papers/glmnet.pdf

### See Also

`compBoostCMA`, `dldaCMA`, `ElasticNetCMA`, `fdaCMA`, `flexdaCMA`, `gbmCMA`, `knnCMA`, `ldaCMA`, `nnetCMA`, `pknnCMA`, `plrCMA`, `pls_ldaCMA`, `pls_lrCMA`, `pls_rfCMA`, `pnnCMA`, `qdaCMA`, `rfCMA`, `scdaCMA`, `shrinkldaCMA`, `svmCMA`

### Examples

    ### load Golub AML/ALL data
    data(golub)
    ### extract class labels
    golubY <- golub[,1]
    ### extract gene expression
    golubX <- as.matrix(golub[,-1])
    ### select learningset
    ratio <- 2/3
    set.seed(111)
    learnind <- sample(length(golubY), size=floor(ratio*length(golubY)))
    ### run L1 penalized logistic regression (no tuning)
    lassoresult <- LassoCMA(X=golubX, y=golubY, learnind=learnind, norm.fraction = 0.2)
    show(lassoresult)
    ftable(lassoresult)
    plot(lassoresult)

[Package CMA version 1.38.0 Index]