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]]
>
> ______________________________________________
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> https://stat.ethz.ch/mailman/listinfo/r-help
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>