Self-Validated Ensemble Models with Lasso and Relaxed Elastic Net Regression
Overview
Implements the self-validated elastic-net and relaxed elastic-net ensemble modeling and multi-response optimization workflow described in Karl (2026) doi:10.1016/j.chemolab.2026.105660. Self-validated ensemble models (SVEM; Lemkus et al. (2021) doi:10.1016/j.chemolab.2021.104439) are fitted for small-sample design-of-experiments and related workflows using 'glmnet' (Friedman et al. (2010) doi:10.18637/jss.v033.i01). Fractional random-weight bootstraps with anti-correlated validation copies are used to tune penalty paths by validation-weighted AIC/BIC. Supports Gaussian and binomial responses, deterministic expansion helpers for shared factor spaces, prediction with bootstrap uncertainty, and a random-search optimizer that respects mixture constraints and combines multiple responses via desirability functions. Also includes a permutation-based whole-model test for Gaussian SVEM fits (Karl (2024) doi:10.1016/j.chemolab.2024.105122). Package code was drafted with assistance from generative AI tools.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 30includes a package overview page
- Examples that run
- 91%20 run in a plain check · 2 never run
- Exported functions with examples
- 84%
- Documented parameters
- 99%
- Return-value docs
- 95%
- Help pages citing references
- 30%
Downloads
Dependencies
Code & Tests
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- 3.6.2Latest
- 3.6.02026-09-06 · diff ↗
- 3.5.02026-08-20 · diff ↗ ·
added 4 exports
forward_aicc, svem_forward, svem_ij_variance, svem_thompson_batch - 3.2.32026-06-02 · diff ↗
- 3.2.12026-06-02 · diff ↗
- RR 4.6.0 released · 2026-04-24
- 3.2.02026-01-23 · diff ↗
- 3.1.42025-11-28 · diff ↗
- 3.1.22025-11-24 · diff ↗ ·
removed 2 exports
bigexp_model_matrix, svem_optimize_randomadded 4 exports
svem_export_candidates_csv, svem_score_random, svem_select_from_score_table, svem_wmt_multi - 2.5.42025-11-09 · diff ↗ ·
removed 2 exports
predict_with_ci, svem_significance_testadded 1 export
svem_nonzero - 2.3.12025-10-14 · diff ↗
- 2.2.42025-09-26 · diff ↗ ·
removed 1 export
svem_random_table_from_modeladded 9 exports
bigexp_formula, bigexp_model_matrix, bigexp_prepare, bigexp_terms, bigexp_train, predict_with_ci, svem_optimize_random, svem_random_table_multi, with_bigexp_contrasts - 2.1.3
- 1.5.32025-08-23 · diff ↗
- 1.4.0
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2024-11-20
- Total releases
- 18 / 2 yrs
- License
- GPL-2 | GPL-3 OSI
- Minimum R
- ≥ 4.0.0
- Bundled data
- 1.5 KB / 1 file
- Download size
- 257 KB
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