[R] a statistics question

Liaw, Andy andy_liaw at merck.com
Fri Apr 7 19:07:54 CEST 2006


Jerry Friedman's RuleFit finds "important rules", which I guess can be
thought of as features...

Andy

From: Weiwei Shi
> 
> "The goal of logic regression is to find predictors that are Boolean
> (logical) combinations of the original predictors", which 
> might be more like what I need.
> 
> The rf's variable importance evaluations and oob might help 
> feature selection but not feature construction, which is more 
> of my concern.
> 
> Thanks for any further suggestion or explanation.
> 
> On 4/7/06, Sean Davis <sdavis2 at mail.nih.gov> wrote:
> >
> > Weiwei,
> >
> > You could also look into using one of several methods of 
> > "classification" that calculate the "weight" of individual 
> predictors 
> > in producing a correct result based on some version of 
> > cross-validation.  One that I use relatively
> > often is randomForest (in the randomForest package).
> >
> > Sean
> >
> >
> >
> > On 4/7/06 12:34 PM, "Peter Ehlers" <ehlers at math.ucalgary.ca> wrote:
> >
> > > It sounds as though 'logic regression' might help. See
> > >
> > > Ruczinski I, Kooperberg C, LeBlanc ML (2003). Logic Regression, 
> > > Journal of Computational and Graphical Statistics, 12, 475-511.
> > >
> > > and the LogicReg package.
> > >
> > > Peter Ehlers
> > >
> > > Weiwei Shi wrote:
> > >
> > >> Hi there,
> > >> I have a statistics question on a classification problem:
> > >>
> > >> Suppose I have 1000 binary variables and one binary dependent 
> > >> variable.
> > I
> > >> want to find a way similar to PCA, in which I can find a 
> couple of 
> > >> combinations of those variables to discriminate best 
> according to 
> > >> the dependent variable. It is not only for dimension 
> reduction, but 
> > >> more important, for finding best way to construct 
> features. This is 
> > >> NOT CDA
> > since
> > >> the explanatory variables are NOT continuous. I knew the 
> existence 
> > >> of
> > that
> > >> method since I consulted before with a professor but I 
> forgot the 
> > >> name
> > of
> > >> the method.. sigh...
> > >>
> > >> I am also wondering if R has already some function or package
> > addressing
> > >> this kind of problem.
> > >>
> > >> Thanks
> > >>
> > >> --
> > >> Weiwei Shi, Ph.D
> > >>
> > >> "Did you always know?"
> > >> "No, I did not. But I believed..."
> > >> ---Matrix III
> > >>
> > >> [[alternative HTML version deleted]]
> > >>
> > >> ______________________________________________
> > >> R-help at stat.math.ethz.ch mailing list 
> > >> https://stat.ethz.ch/mailman/listinfo/r-help
> > >> PLEASE do read the posting guide!
> > http://www.R-project.org/posting-guide.html
> > >
> > > ______________________________________________
> > > R-help at stat.math.ethz.ch mailing list 
> > > https://stat.ethz.ch/mailman/listinfo/r-help
> > > PLEASE do read the posting guide!
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> >
> >
> 
> 
> --
> Weiwei Shi, Ph.D
> 
> "Did you always know?"
> "No, I did not. But I believed..."
> ---Matrix III
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list 
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html
> 
>




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