function Classify_Scalars_LASSO(InData,TITLE,iterations,vars,Xval) % Nomenclature is that 'A' TARGETS are classified (1's) from 'B' STANDARDS (0's) Big_A=InData(InData(:,1)==1,vars) ; % PD Big_B=InData(InData(:,1)~=1,vars) ; % CTL for rep = 1:iterations if rem(rep,100)==0 ['LASSO ' Xval ' ' TITLE ' ' num2str(rep)] end % X-Validation: Equate epochs size_targs=size(Big_A,1); % -------- "TARGETS" are Patient size_stds=size(Big_B,1); % -------- "STANDARDS" are CTL if size_targs0) ); IsTarget_train = repmat(y_train',1,size(B,2)); % predict val predictor_tstset1 = logical((x_test1 * B >0) ); IsTarget_tstset1 = repmat(y_tstset1',1,size(B,2)); % predict test predictor_tstset2 = logical((x_test2 * B >0) ); IsTarget_tstset2 = repmat(y_tstset2',1,size(B,2)); % select regularization param that gets best generalization on % validation set. If many, go for sparsity. generalize = mean(predictor_tstset1==IsTarget_tstset1); [Test1Acc,tochoose] = max(generalize); tochoose = tochoose(1); % Get Training accuracy for that param TrainAcc = mean(IsTarget_train(:,tochoose)==predictor_train(:,tochoose)); % Get test set accuracy for that param, unbiased Test2Acc = mean(IsTarget_tstset2(:,tochoose)==predictor_tstset2(:,tochoose)); % Get separately for the two conditions targets = find(y_train == 1); TrainAcc1 = mean(IsTarget_train(targets,tochoose)==predictor_train(targets,tochoose)); targets = find(y_tstset1 == 1); Test1Acc1 = mean(IsTarget_tstset1(targets,tochoose)==predictor_tstset1(targets,tochoose)); targets = find(y_tstset2 == 1); Test2Acc1 = mean(IsTarget_tstset2(targets,tochoose)==predictor_tstset2(targets,tochoose)); targets = find(y_train == 0); TrainAcc0 = mean(IsTarget_train(targets,tochoose)==predictor_train(targets,tochoose)); targets = find(y_tstset1 == 0); Test1Acc0 = mean(IsTarget_tstset1(targets,tochoose)==predictor_tstset1(targets,tochoose)); targets = find(y_tstset2 == 0); Test2Acc0 = mean(IsTarget_tstset2(targets,tochoose)==predictor_tstset2(targets,tochoose)); % store LASSO_Probability_Train(rep,:) = [TrainAcc TrainAcc1 TrainAcc0]; LASSO_Probability_Tst1(rep,:) = [Test1Acc Test1Acc1 Test1Acc0]; LASSO_Probability_Tst2(rep,:) = [Test2Acc Test2Acc1 Test2Acc0]; LASSO_Betas(rep,:)=B(:,tochoose)'; % ############# SVM ############# clearvars -except norm LASSO_Probability_Train LASSO_Probability_Tst1 LASSO_Probability_Tst2 LASSO_Betas rep Big_A Big_B InData Xval TITLE iterations end % Save save(['LASSO_',TITLE,'_',Xval,'_iter',num2str(iterations),'.mat'],'LASSO_Probability_Train','LASSO_Probability_Tst1','LASSO_Probability_Tst2','LASSO_Betas');