Other packages > Find by keyword >

smoothedLasso  

A Framework to Smooth L1 Penalized Regression Operators using Nesterov Smoothing
View on CRAN: Click here


Download and install smoothedLasso package within the R console
Install from CRAN:
install.packages("smoothedLasso")

Install from Github:
library("remotes")
install_github("cran/smoothedLasso")

Install by package version:
library("remotes")
install_version("smoothedLasso", "1.6")



Attach the package and use:
library("smoothedLasso")
Maintained by
Georg Hahn
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-04-03
Latest Update: 2021-03-21
Description:
We provide full functionality to smooth L1 penalized regression operators and to compute regression estimates thereof. For this, the objective function of a user-specified regression operator is first smoothed using Nesterov smoothing (see Y. Nesterov (2005) <doi:10.1007/s10107-004-0552-5>), resulting in a modified objective function with explicit gradients everywhere. The smoothed objective function and its gradient are minimized via BFGS, and the obtained minimizer is returned. Using Nesterov smoothing, the smoothed objective function can be made arbitrarily close to the original (unsmoothed) one. In particular, the Nesterov approach has the advantage that it comes with explicit accuracy bounds, both on the L1/L2 difference of the unsmoothed to the smoothed objective functions as well as on their respective minimizers (see G. Hahn, S.M. Lutz, N. Laha, C. Lange (2020) <doi:10.1101/2020.09.17.301788>). A progressive smoothing approach is provided which iteratively smoothes the objective function, resulting in more stable regression estimates. A function to perform cross validation for selection of the regularization parameter is provided.
How to cite:
Georg Hahn (2020). smoothedLasso: A Framework to Smooth L1 Penalized Regression Operators using Nesterov Smoothing. R package version 1.6, https://cran.r-project.org/web/packages/smoothedLasso. Accessed 21 Nov. 2024.
Previous versions and publish date:
1.0 (2020-04-03 20:30), 1.1 (2020-05-31 18:10), 1.2 (2020-06-02 01:40), 1.3 (2020-06-14 18:30), 1.4 (2020-09-22 12:50), 1.5 (2020-10-08 19:40)
Other packages that cited smoothedLasso R package
View smoothedLasso citation profile
Other R packages that smoothedLasso depends, imports, suggests or enhances
Complete documentation for smoothedLasso
Functions, R codes and Examples using the smoothedLasso R package
Some associated functions: crossvalidation . elasticNet . fusedLasso . graphicalLasso . minimizeFunction . minimizeSmoothedSequence . objFunction . objFunctionGradient . objFunctionSmooth . objFunctionSmoothGradient . prsLasso . standardLasso . 
Some associated R codes: Full smoothedLasso package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

deductive  
Data Correction and Imputation Using Deductive Methods
Attempt to repair inconsistencies and missing values in data records by using information from vali ...
Download / Learn more Package Citations See dependency  
RcppHNSW  
'Rcpp' Bindings for 'hnswlib', a Library for Approximate Nearest Neighbors
'Hnswlib' is a C++ library for Approximate Nearest Neighbors. This package provides a minimal R int ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
pkgdepends  
Package Dependency Resolution and Downloads
Find recursive dependencies of 'R' packages from various sources. Solve the dependencies to obtain ...
Download / Learn more Package Citations See dependency  
kgschart  
KGS Rank Graph Parser
Restore underlining numeric data from rating history graph of KGS (an online platform of the game o ...
Download / Learn more Package Citations See dependency  
crossrun  
Joint Distribution of Number of Crossings and Longest Run
Joint distribution of number of crossings and the longest run in a series of independent Bernoulli ...
Download / Learn more Package Citations See dependency  

23,229

R Packages

199,929

Dependencies

62,984

Author Associations

23,230

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA