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sda

Shrinkage Discriminant Analysis 2: Training Step

Description

sda trains a LDA or DDA classifier using James-Stein-type shrinkage estimation.

Usage

sda(Xtrain, L, lambda, lambda.var, lambda.freqs, diagonal=FALSE, verbose=TRUE)

Arguments

`Xtrain`	A matrix containing the training data set. Note that the rows correspond to observations and the columns to variables.
`L`	A factor with the class labels of the training samples.
`lambda`	Shrinkage intensity for the correlation matrix. If not specified it is estimated from the data. `lambda=0` implies no shrinkage and `lambda=1` complete shrinkage.
`lambda.var`	Shrinkage intensity for the variances. If not specified it is estimated from the data. `lambda.var=0` implies no shrinkage and `lambda.var=1` complete shrinkage.
`lambda.freqs`	Shrinkage intensity for the frequencies. If not specified it is estimated from the data. `lambda.freqs=0` implies no shrinkage (i.e. empirical frequencies) and `lambda.freqs=1` complete shrinkage (i.e. uniform frequencies).
`diagonal`	Chooses between LDA (default, `diagonal=FALSE`) and DDA (`diagonal=TRUE`).
`verbose`	Print out some info while computing.

Details

In order to train the LDA or DDA classifier, three separate shrinkage estimators are employed:

class frequencies: the estimator freqs.shrink from Hausser and Strimmer (2008),
variances: the estimator var.shrink from Opgen-Rhein and Strimmer (2007),
correlations: the estimator cor.shrink from Sch\"afer and Strimmer (2005).

Note that the three corresponding regularization parameters are obtained analytically without resorting to computer intensive resampling.

Value

sda trains the classifier and returns an sda object with the following components needed for the subsequent prediction:

`regularization`	a vector containing the three estimated shrinkage intensities,
`freqs`	the estimated class frequencies,
`alpha`	vector containing the intercepts used for prediction,
`beta`	matrix containing the coefficients used for prediction.

Author(s)

Miika Ahdesm\"aki and Korbinian Strimmer (http://strimmerlab.org).

References

Ahdesm\"aki, A., and K. Strimmer. 2010. Feature selection in omics prediction problems using cat scores and false non-discovery rate control. Ann. Appl. Stat. 4: 503-519. Preprint available from http://arxiv.org/abs/0903.2003.

Examples

# load sda library
library("sda")

########################## 
# training and test data #
##########################

# data set containing the SRBCT samples
get.srbct = function()
{
  data(khan2001)
  idx = which( khan2001$y == "non-SRBCT" )
  x = khan2001$x[-idx,]
  y = factor(khan2001$y[-idx])
  descr = khan2001$descr[-idx]

  list(x=x, y=y, descr=descr)
}
srbct = get.srbct()

# training data
Xtrain = srbct$x[1:63,]
Ytrain = srbct$y[1:63]
Xtest = srbct$x[64:83,]
Ytest = srbct$y[64:83]


###################################################
# classification with correlation (shrinkage LDA) #
###################################################

sda.fit = sda(Xtrain, Ytrain)
ynew = predict(sda.fit, Xtest)$class # using all 2308 features
sum(ynew != Ytest) 

###########################################################
# classification with diagonal covariance (shrinkage DDA) #
###########################################################

sda.fit = sda(Xtrain, Ytrain, diagonal=TRUE)
ynew = predict(sda.fit, Xtest)$class # using all 2308 features
sum(ynew != Ytest) 

#################################################################
# for complete example scripts illustrating classification with #
# feature selection visit http://strimmerlab.org/software/sda/  #
#################################################################

sda

Shrinkage Discriminant Analysis and CAT Score Variable Selection

v1.3.7

GPL (>= 3)

Authors

Miika Ahdesmaki, Verena Zuber, Sebastian Gibb, and Korbinian Strimmer

Initial release

2015-07-08

sda