lolR: Linear Optimal Low-Rank Projection

Supervised learning techniques designed for the situation when the dimensionality exceeds the sample size have a tendency to overfit as the dimensionality of the data increases. To remedy this High dimensionality; low sample size (HDLSS) situation, we attempt to learn a lower-dimensional representation of the data before learning a classifier. That is, we project the data to a situation where the dimensionality is more manageable, and then are able to better apply standard classification or clustering techniques since we will have fewer dimensions to overfit. A number of previous works have focused on how to strategically reduce dimensionality in the unsupervised case, yet in the supervised HDLSS regime, few works have attempted to devise dimensionality reduction techniques that leverage the labels associated with the data. In this package and the associated manuscript Vogelstein et al. (2017) <arXiv:1709.01233>, we provide several methods for feature extraction, some utilizing labels and some not, along with easily extensible utilities to simplify cross-validative efforts to identify the best feature extraction method. Additionally, we include a series of adaptable benchmark simulations to serve as a standard for future investigative efforts into supervised HDLSS. Finally, we produce a comprehensive comparison of the included algorithms across a range of benchmark simulations and real data applications.

Version: 2.0
Depends: R (≥ 3.4.0)
Imports: ggplot2, abind, MASS, irlba, pls
Suggests: knitr, rmarkdown, parallel, randomForest, latex2exp, testthat, covr
Published: 2018-04-13
Author: Eric Bridgeford [aut, cre], Minh Tang [ctb], Jason Yim [ctb], Joshua Vogelstein [ths]
Maintainer: Eric Bridgeford <ericwb95 at gmail.com>
License: GPL-2
URL: https://github.com/neurodata/lol
NeedsCompilation: no
CRAN checks: lolR results

Downloads:

Reference manual: lolR.pdf
Vignettes: dp
extend_classification
extend_embedding
lol
lrcca
lrlda
mpls
centroid
opal
pca
pls
qoq
rp
sims
xval
Package source: lolR_2.0.tar.gz
Windows binaries: r-prerel: lolR_2.0.zip, r-release: lolR_2.0.zip, r-oldrel: not available
OS X binaries: r-prerel: lolR_2.0.tgz, r-release: lolR_2.0.tgz
Old sources: lolR archive

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