Added new algorithm: fitted group lasso.
Added new algorithm: fitted sparse-group lasso.
Added new parameter: l2_fitted_values to enable the new algorithms.
Added new parameter: step_size - mandatory for the fitted sparse-group lasso.
Added new parameter: delta - mandatory for both new algorithms.
Added new parameter: standardize to enable automated standardization of input data.
Imported the R package “matrixStats” since it is used for the standardization.
Updated the help pages and vignette to provide information about the new algorithms and parameters.
Deleted “trace_progress = T” in all examples, since it caused –run-donttest to fail.
Added a reference in the package documentation.
Replaced the pre-calculation of the matrix X^T X
, by matrix-vector multiplications for the gradients in src_lasso.cpp, src_group_lasso.cpp, and src_sparse_group_lasso.cpp. This circumvents potential memory issues for the allocation of X^T X
.
Fixed an issue related to the variable TEMP2 in src_lasso.cpp, src_group_lasso.cpp, and src_sparse_group_lasso.cpp
Replaced \dontrun
by \donttest
in R.R.
Shortened title in DESCRIPTION.
max_lambda
will fail, because the inverse of X^T X
is explicitly needed. However, if a value for max_lambda
is provided upon calling the function seagull
, a solution will be calculated.Added parameter trace_progress
. Default is FALSE
.
Added general vignette.
seagull_lasso
, seagull_group_lasso
, and seagull_sparse_group_lasso
by seagull
. The different penalties shall now be called by specifying the mixing parameter alpha
. This parameter was initially only necessary for the sparse-group lasso. But the lasso and the group lasso are limiting cases, where alpha = 1
and alpha = 0
, respectively. So, now both regularizations may be initialized by calling the function seagull
with alpha = 1
or alpha = 0
.seagull_data
).Added wrapper seagull_lasso
for the seagull_lasso_Rcpp.cpp
Added wrapper seagull_group_lasso
for the seagull_group_lasso_Rcpp.cpp
Added wrapper seagull_sparse_group_lasso
for the seagull_sparse_group_lasso_Rcpp.cpp