ElasticNetCMA {CMA} | R Documentation

## Classfication and variable selection by the ElasticNet

### Description

Zou and Hastie (2004) proposed a combined L1/L2 penalty for regularization and variable selection. The Elastic Net penalty encourages a grouping effect, where strongly correlated predictors tend to be in or out of the model together. The computation is done with the function `glmpath` from the package of the same name.
The method can be used for variable selection alone, s. `GeneSelection`.
For `S4` method information, see `ElasticNetCMA-methods`.

### Usage

    ElasticNetCMA(X, y, f, learnind, norm.fraction = 0.1, alpha=0.5, 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.
`alpha` | The elasticnet mixing parameter, with 0<alpha<= 1. The penalty is defined as (1-alpha)/2||beta||_2^2+alpha||beta||_1. `alpha=1` is the lasso penalty; Currently 'alpha<0.01' not reliable, unless you supply your own `lambda` sequence
`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. `LassoCMA`.
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

Zhou, H., Hastie, T. (2004).
Regularization and variable selection via the elastic net. Journal of the Royal Statistical Society B, 67(2),301-320

Young-Park, M., Hastie, T. (2007)
L1-regularization path algorithm for generalized linear models.
Journal of the Royal Statistical Society B, 69(4), 659-677

### See Also

`compBoostCMA`, `dldaCMA`, `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 ElasticNet - penalized logistic regression (no tuning)
    result <- ElasticNetCMA(X=golubX, y=golubY, learnind=learnind, norm.fraction = 0.2, alpha=0.5)
    show(result)
    ftable(result)
    plot(result)

[Package CMA version 1.48.0 Index]