Converts a selected set from X_glmnet to selected sets and selected clusters from the original feature space of X.
getSelectedSets.RdConverts a selected set from X_glmnet to selected sets and selected clusters from the original feature space of X.
Arguments
- lasso_set
A vector containing the indices of selected cluster representatives or prototypes.
- clusters
A named list where each entry is an integer vector of indices of features that are in a common cluster. (The length of list clusters is equal to the number of clusters.) All identified clusters must be non-overlapping. All features appear in exactly one cluster (any unclustered features must be in their own "cluster" of size 1).
- prototypes
An integer vector whose length must be equal to the number of clusters. Entry i should be the index of the feature belonging to cluster i that is most highly correlated with y (that is, the prototype for the cluster, as in the protolasso).
- feat_names
Character vector; the names of the features in X.
Value
A list containing two items:
- selected_set
An integer vector with length equal to lasso_set containing a set of selected features in the original X matrix. (Selections in lasso_set corresponding to a cluster will be replaced by the cluster's prototype from X.)
- selected_clusts_list
A named list of integer vectors with length equal to selected_set. selected_clusts_list[k] will be an integer vector containing the indices of the features in X that are in the cluster containing prototype selected_setk.