smoothedLasso
1.6A Framework to Smooth L1 Penalized Regression Operators using Nesterov Smoothing
Overview
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.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
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- References docs
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Code & Tests
- Cyclomatic complexity
- 1.0 median / 3 max
Test coverage
Line coverage
–
Expression
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Tests / Examples
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Functions
20 12 exported
Complexity
1.3 avg / 3 max
Call network
20 nodes / 11 edges
Call graph
Open call graph →Lowest coverage
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7 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 1.6Latest
- 1.52020-10-08 · diff ↗
- 1.42020-09-22 · diff ↗
- 1.32020-06-14 · diff ↗
- 1.22020-06-02 · diff ↗
- 1.12020-05-31 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 1.02020-04-03
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2020-04-03
- Total releases
- 7 / 6 yrs
- License
- GPL (>= 2) OSI
- Download size
- 8.1 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet