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group_neighbors() reproduces the variable-wise neighborhood construction used by the original SelectBoost::group_func_1(): each variable is paired with the predictors whose absolute correlation exceeds c0.

Usage

group_neighbors(abs_corr, c0)

group_components(abs_corr, c0)

Arguments

abs_corr

Absolute correlation matrix.

c0

Correlation threshold in [0, 1].

Value

A list of integer vectors, one neighborhood per variable.

Details

group_components() maps each variable to the connected component induced by the thresholded absolute correlation graph. This is a coarser grouping rule that can be useful for stress-testing the perturbation stage.