1 files changed, 56 insertions, 0 deletions
diff --git a/FEAST/MIToolbox/demonstration_algorithms/IAMB.m b/FEAST/MIToolbox/demonstration_algorithms/IAMB.m
new file mode 100644
index 0000000..1011260
--- /dev/null
+++ b/FEAST/MIToolbox/demonstration_algorithms/IAMB.m
@@ -0,0 +1,56 @@
+function [cmb association] = IAMB( data, targetindex, THRESHOLD)
+%function [cmb association] = IAMB( data, targetindex, THRESHOLD)
+%
+%Performs the IAMB algorithm of Tsmardinos et al. (2003)
+%from "Towards principled feature selection: Relevancy, filters and wrappers"
+
+if (nargin == 2)
+  THRESHOLD = 0.02;
+end
+
+numf = size(data,2);
+targets = data(:,targetindex);
+data(:,targetindex) = -10;
+
+cmb = [];
+
+finished = false;
+while ~finished
+    for n = 1:numf
+        cmbVector = joint(data(:,cmb));
+        if isempty(cmb)
+            association(n) = mi( data(:,n), targets );
+        end
+        
+        if ismember(n,cmb)
+            association(n) = -10; %arbtirary large negative constant
+        else
+            association(n) = cmi( data(:,n), targets, cmbVector);
+        end
+    end
+
+    [maxval maxidx] = max(association);
+    if maxval < THRESHOLD
+        finished = true;
+    else
+        cmb = [ cmb maxidx ];
+    end
+end
+
+finished = false;
+while ~finished && ~isempty(cmb)
+    association = [];
+    for n = 1:length(cmb)
+        cmbwithoutn = cmb;
+        cmbwithoutn(n)=[];
+        association(n) = cmi( data(:,cmb(n)), targets, data(:,cmbwithoutn) );
+    end
+    
+    [minval minidx] = min(association);
+    if minval > THRESHOLD
+        finished = true;
+    else        
+        cmb(minidx) = [];
+    end
+end
+