soft_thresh: Soft thresholding operator.
In LassoNet: 3CoSE Algorithm

Soft thresholding operator.

1	soft.thresh(x, kappa)

`x`	β coordinate
`kappa`	κ value in general or λ_1 for covariance updating

Soft thresholding definition: S(x,κ) = sign(x) (|x| - κ)_{+}

`x`	value after applying soft thresholding operator

Maintainer: Jonas Striaukas <jonas.striaukas@gmail.com>

1
2
3

kappa<-0.2
x<-0.7
soft.thresh(x, kappa)

LassoNet documentation built on Jan. 19, 2020, 5:06 p.m.

LassoNet index

Package overview README.md

Note that we can't provide technical support on individual packages. You should contact the package authors for that.

Description