.smoothLASSOGradient {lessSEM} | R Documentation |
.smoothLASSOGradient
Description
smoothed version of non-differentiable LASSO gradient
Usage
.smoothLASSOGradient(parameters, tuningParameters, penaltyFunctionArguments)
Arguments
parameters |
vector with labeled parameter values |
tuningParameters |
list with field lambda (tuning parameter value) |
penaltyFunctionArguments |
list with field regularizedParameterLabels (labels of regularized parameters), and eps (controls the smooth approximation of non-differential penalty functions (e.g., lasso, adaptive lasso, or elastic net). Smaller values result in closer approximation, but may also cause larger issues in optimization.) |
Value
gradient values
[Package lessSEM version 1.5.5 Index]