source: prextra/lassoc.m @ 5

Last change on this file since 5 was 5, checked in by bduin, 14 years ago
File size: 1.3 KB
RevLine 
[5]1function w = lassoc(x, lambda)
2% w = lassoc(x, lambda)
3%prtrace(mfilename);
4
5mustScale=0;
6
7if (nargin < 2)
8        %prwarning(3,'Lambda set to one');
9        lambda = 1;
10end
11if (nargin < 1) | (isempty(x))
12        w = mapping(mfilename,{lambda});
13        w = setname(w,'LASSO classifier');
14        return
15end
16
17if ~ismapping(lambda)   % train the mapping
18
19    % Unpack the dataset.
20    islabtype(x,'crisp');
21    %isvaldset(x,1,2); % at least 1 object per class, 2 classes
22    [n,k,c] = getsize(x);
23
24    % Is this necessary??
25    if mustScale
26        wsc = scalem(x,'variance');
27        x.data = x.data*wsc;
28    end
29
30    if c ~= 2  % two-class classifier:
31        error('Only a two-class classifier is implemented');
32    end
33
34    beta=-lasso(+x,3-2*getnlab(x),lambda);
35
36    % now find out how sparse the result is:
37    nr = sum(abs(beta)>1.0e-8);
38
39    % and store the results:
40    if mustScale
41        W.wsc = wsc;
42    end
43
44    W.beta = beta; % the ultimate weights
45    W.nr = nr;
46    w = mapping(mfilename,'trained',W,getlablist(x),size(x,2),c);
47    w = setname(w,'LASSO classifier');
48
49else
50    % Evaluate the classifier on new data:
51    W = getdata(lambda);
52    n = size(x,1);
53
54    % scaling and linear classifier:
55    if mustScale
56        x = x*W.wsc;
57    end
58    out = x*W.beta;
59
60    % and put it nicely in a prtools dataset:
61    w = setdat(x,sigm([-out out]),lambda);
62
63end
64
65return
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