Metadata-Version: 2.1
Name: bess
Version: 0.0.2
Summary: bess Python Package
Home-page: https://github.com/Mamba413/bess
Author: Kangkang Jiang, Jin Zhu, Yanhang Zhang, Shijie Quan, Xueqin Wang
Author-email: jiangkk3@mail2.sysu.edu.cn
Maintainer: Kangkang Jiang
Maintainer-email: jiangkk3@mail2.sysu.edu.cn
License: GPL-3
Description: # Bess: An python Package for Best Subset Selection in Linear and Logistic Model
        
        
        ## Introduction
        
        One of the main tasks of statistical modeling is to exploit the association between
        a response variable and multiple predictors. Linear model (LM), as a simple parametric
        regression model, is often used to capture linear dependence between response and
        predictors. The anothe model--generalized linear model (GLM), can be considered as
        the extensions of linear model, depending on the types of responses. Parameter estimation in these models
        can be computationally intensive when the number of predictors is large. Meanwhile,
        Occam鈥檚 razor is widely accepted as a heuristic rule for statistical modeling,
        which balances goodness of 铿乼 and model complexity. This rule leads to a relative 
        small subset of important predictors. 
        
        **bess** package provides solutions for best subset selection problem for sparse LM,
        and GLM models.
        
        We consider a primal-dual active set (PDAS) approach to exactly solve the best subset
        selection problem for sparse LM, GLM and CoxPH models. The PDAS algorithm for linear 
        least squares problems was 铿乺st introduced by [Ito and Kunisch (2013)](https://iopscience.iop.org/article/10.1088/0266-5611/30/1/015001)
        and later discussed by [Jiao, Jin, and Lu (2015)](https://arxiv.org/abs/1403.0515) and [Huang, Jiao, Liu, and Lu (2017)](https://arxiv.org/abs/1701.05128). 
        It utilizes an active set updating strategy and 铿乼s the sub-models through use of
        complementary primal and dual variables. We generalize the PDAS algorithm for 
        general convex loss functions with the best subset constraint, and further 
        extend it to support both sequential and golden section search strategies
        for optimal k determination. 
        
        
        ## Install
        
        Python Version
        - python >= 3.5
        
        Modules needed
        - numpy 
        
        The package has been publish in PyPI. You can easy install by:
        ```sh
        $ pip install bess
        ```
        
        ## Example
        ```python console
        >>> from bess.bess import *
        >>> import numpy as np
        >>> np.random.seed(123)   # fix seed to get the same result
        
        ### Data information
        >>> train_X = np.random.normal(0, 1, 10 * 5).reshape((10, 5))     # train_x
        >>> train_y = np.random.normal(0, 1, 10)                          # train_y
        >>> test_X = np.random.normal(0, 1, 10 * 5).reshape((10, 5))      # test_x
        >>> data_type = 1   #data_type: 1:regression 2:2-classification
        
        ### Model information.
        >>> sequence = [1, 2, 3]
        >>> model = SPDAS_LM(sequence=sequence)
        
        ### Fit model.
        >>> model.fit(train_X, train_y, data_type)
        
        ### Predict.
        >>> model.predict(test_X)
        [0.8487986542970937, -0.3262548528320405, -1.2427679709665753, -1.1018898695690327, -1.1589700150336006, 0.9170341511542658, -0.7894714094101583, -0.40658125651728766, -0.5161022067202307, -0.17317826396384567]
        
        ```
        
        ## Reference
        
        - Wen, C. , Zhang, A. , Quan, S. , & Wang, X. . (2017). [Bess: an r package for best subset selection in linear, logistic and coxph models](https://arxiv.org/pdf/1709.06254.pdf)
        
        
        ## Bug report
        
        Connect to [@Jiang-Kangkang](https://github.com/Jiang-Kangkang), or send an email to Jiang Kangkang(jiangkk3@mail2.sysu.edu.cn)
        
        
Platform: UNKNOWN
Classifier: Topic :: Scientific/Engineering
Classifier: Topic :: Scientific/Engineering :: Bio-Informatics
Classifier: Topic :: Scientific/Engineering :: Information Analysis
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Requires-Python: >=3.5
Description-Content-Type: text/plain
