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Discussion

Discussion Other GA implementations are available, too, of course. The caret package includes a gafs function that is very similar to the safs function we saw earlier for SA. The genetic function in the subselect package provides a fast Fortran-based GA. The details of the crossover and mutation functions are slightly different from the description above—indeed, there are probably very few implementations that share the exact same crossover and mutation operators 3xFLAG PEPTIDE storage , testimony to the flexibility and power of the evolutionary paradigm. Having seen the working of the anneal function, most input parameters will speak for themselves: > wines.genetic <- + genetic(winesHmat$mat, kmin = 3, kmax = 5, nger = 20, + popsize = 50, maxclone = 0, + H = winesHmat$H, criterion = "ccr12" Cell Counting Kit-8 for sale , r = 1) > wines.genetic$bestvalues Card.3 Card.4 Card.5 0.83281 0.84368 0.85248 > wines.genetic$bestsets Var.1 Var.2 Var.3 Var.4 Va

Genetic Algorithms

 Genetic Algorithms Applying the ga function from the GA package to our gasoline data is quite easy. We can use the same evaluation function as used in the SA optimization, pls.cvfun2, where a small penalty is applied for solutions with more variables. Since ga does maximization only, we multiply the result with −1: > fitnessfun <- function(...) -pls.cvfun2(...)  Now we are ready to go. The simplest approach would be to apply standard procedures and hope for the best: > GAoptimNIR1 <- + ga(type = "binary", fitness = fitnessfun, + x = gasoline$NIR, response = gasoline$octane, + ncomp = 2, penalty = penalty, + nBits = ncol(gasoline$NIR), monitor = FALSE, maxiter = 100) The result, as we may have expected, still contains many variables, and has a high crossvalidation error: > (nvarGA1 <- sum(GAoptimNIR1@solution)) [1] 149 > -GAoptimNIR1@fitnessValue + penalty*nvarGA1 [1] 3.2732  Ouch, that does not look too good. Of course we have not been fair:

Several packages provide SA functions specifically optimized for variable selection

Several packages provide SA functions specifically optimized for variable selection. The anneal function in package subselect, e.g., can be used for variable selec- tion in situations like discriminant analysis, PCA, and linear regression, according to the criterion employed. For LDA, this function takes the between-groups covariance matrix, the minimal and maximal number of variables to be selected, the within groups covariance matrix and its expected rank 3xFLAG PEPTIDE , and a criterion to be optimized (see below) as arguments. For the wine example above, a solution to find the optimal three-variable subset would look like this: > winesHmat <- ldaHmat(twowines.df[, -1], twowines.df[, 1]) > wines.anneal <- + anneal(winesHmat$mat, kmin = 3, kmax = 3, + H = winesHmat$H, criterion = "ccr12", r = 1) > wines.anneal$bestsets Var.1 Var.2 Var.3 Card.3 2 7 10 > wines.anneal$bestvalues Card.3 0.83281  Repeated application (using, e.g., nsol = 10) in thi

Simulated Annealing

 Simulated Annealing Both in the evaluation and step function we use the ellipses (...) to prevent undefined arguments to throw errors: optim simply transfers all arguments that are not its own to both underlying functions, where they can be used or ignored.  We will start with a random subset of five columns. This leads to the following misclassification rate: > initselect <- rep(0, ncol(wines)) > initselect[sample(1:ncol(wines), 5)] <- 1 > (r0 <- lda.loofun(initselect, x = twowines, + grouping = twovintages)) [1] 2.521  This corresponds to 3 misclassifications. How much can we improve using simulated annealing? Let’s find out: > SAoptimWines <- + optim(initselect, + fn = lda.loofun, gr = saStepFun, method = "SANN", + x = twowines, grouping = twovintages)  The result is a simple list with the first two elements containing the best result and the corresponding evaluation value: > SAoptimWines[c("par", "value")] $par [

Global Optimization Methods

 Global Optimization Methods Given the speed of modern-day computing, it is possible to examine large numbers of different models and select the best one. However, as we already saw with leaps-and bounds approaches, even in cases with a moderate number of variables it is practically Fig cck8 price . 10.4 Non-zero coefficients in the lasso and elastic net models. A small vertical offset has been added to facilitate the comparison impossible to assess the quality of all subsets. One must, therefore, limit the number of subsets that is going to be considered to a manageable size. The stepwise approach does this by performing a very local search around the current best solution before adding or removing one variable; it can be compared to a steepest-descent strategy. The obvious disadvantage is that many areas of the search space will never be visited. For regression or classification cases with many variables, almost surely the method will find a local optimum, very often of l