mxPenaltyLASSO: mxPenaltyLASSO

In OpenMx: Extended Structural Equation Modelling

mxPenaltyLASSO

Description

Least Absolute Selection and Shrinkage Operator regularization

Usage

mxPenaltyLASSO(
  what,
  name,
  lambda = 0,
  lambda.step = 0.01,
  lambda.max = NA,
  lambda.min = NA,
  epsilon = 1e-05,
  scale = 1,
  ...,
  hyperparams = c("lambda")
)

Arguments

what	A character vector of parameters to regularize
name	Name of the regularizer object
lambda	strength of the penalty to be applied at starting values (default 0)
lambda.step	step function for lambda step (default .01)
lambda.max	end of lambda range (default .4)
lambda.min	minimum lambda value (default lambda)
epsilon	how close to zero is zero?
scale	a given parameter is divided by scale before comparison with epsilon
...	Not used. Forces remaining arguments to be specified by name
hyperparams	a character vector of hyperparameter names

OpenMx documentation built on Nov. 8, 2023, 1:08 a.m.