hidimstat.ada_svr

hidimstat.ada_svr(X, y, rcond=0.001)

Statistical inference procedure presented in Gaonkar et al. [1].

Parameters

Xndarray, shape (n_samples, n_features)

Data.

yndarray, shape (n_samples,)

Target.

rcondfloat, optional (default=1e-3)

Cutoff for small singular values. Singular values smaller than rcond * largest_singular_value are set to zero.

Returns

beta_hatarray, shape (n_features,)

Estimated parameter vector.

scalendarray, shape (n_features,)

Value of the standard deviation of the parameters.

References

1

Gaonkar, B., & Davatzikos, C. (2012, October). Deriving statistical significance maps for SVM based image classification and group comparisons. In International Conference on Medical Image Computing and Computer-Assisted Intervention (pp. 723-730). Springer, Berlin, Heidelberg.