README.md
In cossonet: Sparse Nonparametric Regression for High-Dimensional Data

cossonet

We first load the library for cossonet and set a seed for reproducibility.

```{r, eval=FALSE, echo=FALSE, message=FALSE, warning=FALSE} devtools::install_github("jiieunshin/cossonet") library(cossonet) set.seed(20250101)


## Data generation

The function `data_generation` generates example datasets with continuous response. We generate a training set with $n=200$ and $p=20$, and a test set with $n=1000$ and $p=20$.
```{r, eval=FALSE, echo=FALSE, message=FALSE, warning=FALSE}
tr = data_generation(n = 200, p = 20, SNR = 9, response = "continuous")
te = data_generation(n = 1000, p = 20, SNR = 9, response = "continuous")

The function cossonet is the main function that fits the model. We have to input training set in this function. And Specific values are required to the arguments, such as family, lambda0, andlambda_theta`.

```{r, eval=FALSE, echo=FALSE, message=FALSE, warning=FALSE} lambda0_seq = exp(seq(log(2^{-5}), log(2^{-1}), length.out = 20)) lambda_theta_seq = exp(seq(log(2^{-8}), log(2^{-5}), length.out = 20))

fit = cossonet(tr$x, tr$y, family = 'gaussian', lambda0 = lambda0_seq, lambda_theta = lambda_theta_seq )


## Prediction

The function `cossonet.predict` is used to predict new data based on the fitted model. The output includes predicted values $\hat{f}$ (from `f.new`) and $\hat{\mu}$ (from `mu.new`) for the new data. The predicted value and predictive accuracy for the test set using our fitted model can be obtained by
```{r, eval=FALSE, echo=FALSE, message=FALSE, warning=FALSE}
pred = cossonet.predict(fit, te$x)
mean((te$f - pred$f.new)^2)