rp_sparse {spareg}R Documentation

Sparse random projection matrix

Description

Creates an object class 'randomprojection' using arguments passed by user which in turn can be employed to generate a sparse embedding matrix as in (Achlioptas 2003).

Usage

rp_sparse(..., control = list())

Arguments

...

includes arguments which can be passed as attributes to the random projection matrix.

control

list of arguments to be used in functions generate_fun, update_fun, update_rpm_w_data

Details

The sparse matrix used in (Achlioptas 2003) with entries equal to \Psi_{ij} = \pm 1/\sqrt{\psi} with probability \psi/2 and zero otherwise for \psi\in (0,1]. Default is psi = 1.

Arguments related to the random projection procedure can be passed to the rp_gaussian() function through ..., and will be saved as attributes of the 'randomprojection' object. The following attributes are relevant for spar and spar.cv:

Value

object of class 'randomprojection' which is a list with elements name, generate_fun, update_fun, control

References

Achlioptas D (2003). “Database-Friendly Random Projections: Johnson-Lindenstrauss with Binary Coins.” Journal of Computer and System Sciences, 66(4), 671-687. ISSN 0022-0000, doi:10.1016/S0022-0000(03)00025-4, Special Issue on PODS 2001.

Examples

example_data <- simulate_spareg_data(n = 200, p = 2000, ntest = 100)
spar_res <- spar(example_data$x, example_data$y, xval = example_data$xtest,
  yval = example_data$ytest, nummods=c(5, 10, 15, 20, 25, 30),
  rp = rp_sparse(control = list(psi = 1/3)))


[Package spareg version 1.1.0 Index]