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library(ISLR) | |
# prepare data example | |
df <- ISLR::Hitters[, c("Salary", "Years")] | |
row.names(df) <- NULL | |
df$Salary <- log(df$Salary) | |
# remove the observation with missing values in the response variable | |
df <- df[!is.na(df$Salary), ] | |
x <- df$Years | |
y <- df$Salary | |
# sort the variable to split | |
to_s <- sort(x) | |
# unique observation | |
to_s <- unique(to_s) | |
# create the mid-point as a cut-points candidate to split the space | |
s <- vector("double", length(to_s) - 1) | |
i <- 1 | |
while (i < length(to_s)) { | |
s[i] <- (to_s[i + 1] + to_s[i]) / 2 | |
i <- i + 1 | |
} | |
# compute the loss function for each s candidate | |
output <- vector("double", length(s)) | |
var <- x | |
for (i in 1:length(s)) { | |
half_plane <- var > s[i] | |
yhat1 <- mean(y[half_plane]) | |
yhat2 <- mean(y[!half_plane]) | |
e1 <- y[half_plane] - yhat1 | |
e2 <- y[!half_plane] - yhat2 | |
SRC1 <- sum(e1 ^ 2) | |
SRC2 <- sum(e2 ^ 2) | |
SRCT <- SRC1 + SRC2 | |
output[i] <- SRCT | |
names(output)[i] <- s[i] | |
} | |
# plot the loss function; exist two possible values as minimum | |
p <- data.frame(x = as.double(names(output)), y = output, | |
stringsAsFactors = FALSE) | |
plot(p$x, p$y, type = "l") | |
output[which.min(output)] | |
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