slise_initialisation_lasso: Initialise the graduated optimisation with a LASSO solution

In edahelsinki/slise: Sparse Linear Subset Explanations

Initialise the graduated optimisation with a LASSO solution

Description

Initialise the graduated optimisation with a LASSO solution

Usage

slise_initialisation_lasso(
  X,
  Y,
  weight = NULL,
  lambda1 = 0,
  max_iterations = 300,
  ...
)

Arguments

X	data matrix
Y	response vector
weight	weight vector (default: NULL)
lambda1	L1 regularisation (default: 0)
max_iterations	if ncol(X) is huge, then ols is replaced with optimisation (default:300)
...	unused parameters

Value

list(alpha, beta)

edahelsinki/slise documentation built on Aug. 24, 2023, 11:03 p.m.