rbridge: Fit a restricted bridge coefficient path

In rbridge: Restricted Bridge Estimation

Fit a restricted bridge coefficient path

Description

Fit a bridge-penalized least-squares path subject to user-supplied linear restrictions on standardized slopes, using local quadratic approximation.

Usage

rbridge(
  X,
  y,
  q = 1,
  R,
  r,
  lambda.min = ifelse(n > p, 0.001, 0.05),
  nlambda = 100,
  lambda,
  eta = 1e-07,
  converge = 10^10
)

Arguments

X	Numeric design matrix with n observation rows and p predictor columns. Supply finite values and predictors with nonzero variation; omit an intercept column. A data frame is converted using model.matrix(~0+., X); restrictions and future predictions must use the resulting predictor order.
y	Numeric response vector of length n, containing finite values.
q	Bridge-penalty exponent, a finite number in (0, 2]. Values 1 and 2 specify the L1 and L2 penalty forms. Estimation uses local quadratic approximation (LQA).
R	Finite numeric matrix with m linearly independent restriction rows and p predictor columns. Each row specifies a linear combination of the standardized predictor coefficients, in the order of X. The intercept is excluded.
r	Finite numeric target vector of length m, or an m by 1 matrix. The targets have the units of the response when R is dimensionless. See Details for the coefficient scale and a residual check.
lambda.min	Positive absolute endpoint of the automatically generated penalty grid. The default is 0.001 when n > p, and 0.05 otherwise. This argument is a penalty value, not a ratio. In CV results, the field also named lambda.min instead denotes the selected penalty.
nlambda	Number of automatically generated penalty values, an integer of at least 2. The default is 100; ignored when lambda is supplied.
lambda	Optional nonempty numeric vector of finite, nonnegative penalty values. Its order is retained. When supplied, it determines the fitted path and overrides nlambda and the grid argument lambda.min.
eta	Positive numerical tolerance, with default 1e-7. Used for coefficient elimination and stopping on squared coefficient changes.
converge	Nonnegative initial convergence-distance value, retained for compatibility. The default is 1e10. Iteration stops when the updated squared coefficient change is at most eta, or at the historical cap.

Details

Predictors are centered and divided by their centered root-mean-square (RMS) deviations, using the observation count n as the divisor. The response is centered. The intercept is reconstructed after fitting, and returned coefficients are expressed on the original predictor scale. The generated penalties are logarithmically spaced between an internally computed starting value and the absolute endpoint lambda.min. Restrictions act on standardized slopes. To check a fitted original-scale slope vector, multiply it elementwise by the centered RMS deviations of the predictors before applying R. The resulting restriction residual is the fitted linear combination minus r; it should be examined with a numerical tolerance, particularly after coefficient thresholding. For example, a zero restriction on one slope has the same meaning on either scale, whereas a nonzero sum or contrast depends on the scales.

Let Z be the n by p centered, RMS-standardized design, y_c the centered response vector of length n, and b the p-dimensional standardized slope vector. For exponent q \in (0,2] and penalty weight \lambda \ge 0, Equation (1) defines the penalized least-squares target:

\min_{b:\,Rb=r} \left\{\|y_c-Zb\|_2^2+\lambda\sum_{j=1}^{p}|b_j|^q\right\}. \qquad (1)

In Equation (1), \|\cdot\|_2^2 is the squared Euclidean norm, so its first term is the unnormalized residual sum of squares. The index j runs over the predictors; the second term is the bridge penalty, with \lambda controlling its weight relative to residual error. Here R is an m by p matrix with independent rows and r is the m-dimensional target vector. The condition Rb=r restricts the standardized slopes and excludes the intercept. The fitting routine applies the article's LQA updates, coefficient elimination and stopping rules. The criterion is nonconvex when q < 1, so the iterative result is not a guarantee of a global minimum. The getting-started vignette explains the penalty geometry and the fixed-LQA restriction correction.

Value

A list of class rbridge with components:

betas	Numeric coefficient matrix with p + 1 rows and length(lambda) columns, one column per fitted penalty. The first row is (Intercept); the remaining rows are original-scale slopes in predictor order. Column names identify the fitted penalties.
lambda	Numeric vector of penalties, in fitted column order.

Author(s)

Bahadir Yuzbasi
Maintainer: Bahadir Yuzbasi [e-mail]

References

Yuzbasi, B., Arashi, M. and Akdeniz, F. (2021). Penalized regression via the restricted bridge estimator. Soft Computing, 25, 8401–8416. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s00500-021-05763-9")}.

See Also

cv.rbridge, coef.rbridge, predict.rbridge

Examples

# Reproducible synthetic demonstration: 100 observations, eight predictors.
set.seed(2019)
beta <- c(3, 1.5, 0, 0, 2, 0, 0, 0)
p <- length(beta)
beta <- matrix(beta, nrow = p, ncol = 1)
n <- 100
X <- matrix(rnorm(n * p), nrow = n, ncol = p)
y <- as.numeric(X %*% beta + rnorm(n))
# A user-specified sum of standardized slopes: b[1] + b[2] + b[5] = 6.5.
# This target is illustrative; it is not asserted to equal the generating sum.
R1.mat <- matrix(c(1, 1, 0, 0, 1, 0, 0, 0), nrow = 1)
r1.vec <- matrix(6.5, nrow = 1, ncol = 1)
# A second standardized-slope contrast: -b[1] + b[2] + b[5] = 0.5.
R2.mat <- matrix(c(-1, 1, 0, 0, 1, 0, 0, 0), nrow = 1)
r2.vec <- matrix(0.5, nrow = 1, ncol = 1)
# Impose both independent restrictions together.
R3.mat <- rbind(R1.mat, R2.mat)
r3.vec <- matrix(c(6.5, 0.5), ncol = 1)
# Alternatively, set the five inactive generating slopes to zero.
p.active <- which(beta != 0)
R4.mat <- diag(p)[-p.active, , drop = FALSE]
r4.vec <- matrix(rep(0, p - length(p.active)), ncol = 1)

# Five penalties keep this help example fast; the default is 100.
model1 <- rbridge(X, y, q = 1, R = R1.mat, r = r1.vec, nlambda = 5)
model2 <- rbridge(X, y, q = 1, R = R2.mat, r = r2.vec, nlambda = 5)
model3 <- rbridge(X, y, q = 1, R = R3.mat, r = r3.vec, nlambda = 5)
model4 <- rbridge(X, y, q = 1, R = R4.mat, r = r4.vec, nlambda = 5)
# Rows include the intercept; columns correspond to fitted penalties.
dim(model1$betas)
# Extract the second fitted penalty exactly; no interpolation is performed.
selected <- model1$lambda[2]
coefficients <- coef(model1, s = selected)
coefficients
predict(model1, newx = X[1:5, , drop = FALSE], s = selected)
# Convert returned slopes to standardized slopes before checking the target.
x_centered <- sweep(X, 2, colMeans(X), "-")
x_rms <- sqrt(colMeans(x_centered^2))
standardized_slopes <- coefficients[-1, 1] * x_rms
as.numeric(R1.mat %*% standardized_slopes - r1.vec)

rbridge documentation built on Oct. 13, 2026, 9:08 a.m.