compBoostCMA {CMA} | R Documentation

## Componentwise Boosting

### Description

Roughly speaking, Boosting combines 'weak learners' in a weighted manner in a stronger ensemble.

'Weak learners' here consist of linear functions in one component (variable), as proposed by Buehlmann and Yu (2003).

It also generates sparsity and can as well be as used for variable selection alone. (s. `GeneSelection`).

For `S4` method information, see `compBoostCMA-methods.`

### Usage

    compBoostCMA(X, y, f, learnind, loss = c("binomial", "exp", "quadratic"), mstop = 100, nu = 0.1, ...)

### 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`.

`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.
`loss` | Character specifying the loss function - one of `"binomial"` (LogitBoost), `"exp"` (AdaBoost), "quadratic"(L2Boost).
`mstop` | Number of boosting iterations, i.e. number of updates to perform. The default (100) does not necessarily produce good results, therefore usage of `tune` for this argument is highly recommended.
`nu` | Shrinkage factor applied to the update steps, defaults to 0.1. In most cases, it suffices to set `nu` to a very low value and to concentrate on the optimization of `mstop`.
`...` | Currently unused arguments.

### Details

The method is partly based on code from the package `mboost` from T. Hothorn and P. Buehlmann.

The algorithm for the multiclass case is described in Lutz and Buehlmann (2006) as 'rowwise updating'.

### Value

An object of class `clvarseloutput`.

### Author(s)

Martin Slawski martin.slawski@campus.lmu.de

Anne-Laure Boulesteix http://www.slcmsr.net/boulesteix

### References

Buelmann, P., Yu, B. (2003).

Boosting with the L2 loss: Regression and Classification.

Journal of the American Statistical Association, 98, 324-339

Buehlmann, P., Hothorn, T.

Boosting: A statistical perspective.

Statistical Science (to appear)

Lutz, R., Buehlmann, P. (2006).

Boosting for high-multivariate responses in high-dimensional linear regression.

Statistica Sinica 16, 471-494.

### See Also

`dldaCMA`, `ElasticNetCMA`, `fdaCMA`, `flexdaCMA`, `gbmCMA`, `knnCMA`, `ldaCMA`, `LassoCMA`, `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 componentwise (logit)-boosting (not tuned)
    result <- compBoostCMA(X=golubX, y=golubY, learnind=learnind, mstop = 500)
    ### show results
    show(result)
    ftable(result)
    plot(result)
    ### multiclass example:
    ### load Khan data
    data(khan)
    ### extract class labels
    khanY <- khan[,1]
    ### extract gene expression
    khanX <- as.matrix(khan[,-1])
    ### select learningset
    set.seed(111)
    learnind <- sample(length(khanY), size=floor(ratio*length(khanY)))
    ### run componentwise multivariate (logit)-boosting (not tuned)
    result <- compBoostCMA(X=khanX, y=khanY, learnind=learnind, mstop = 1000)
    ### show results
    show(result)
    ftable(result)
    plot(result)

[Package CMA version 1.2.0 Index]