NEWS.md

In jolars/owl: Generalized Linear Models Regularized with the Sorted L1-Norm

owl (development version)

Major changes

• The standardize_features argument in owl() has been deprecated in favor of two new arguments: scale and center in order to provide fine-grained control of normalization.
• Just-in-time centering (for sparse predictor matrices) is no longer supported. As a result, center cannot be set to false when the predictor matrix is sparse in the call to owl().
• The FISTA solver has been replaced with an ADMM solver for OLS (family = "gaussian"). Two new arguments were added to control stopping criterion for the ADMM solver: tol_rel and tol_abs.

Minor changes

• print.Owl() no longer prints the regularization path when called.
• infeasibility estimates are no longer collected when diagnostics = TRUE in the call to owl() and hence the argument yvar in plotDiagnostics() has been deprecated.

Bug fixes

• Lambda sequences when lambda = "gaussian" are now computed properly when the number of features is larger than the number of observations.

owl 0.1.1

Minor changes

• A reference to Bogdan et al. (2015) has been added to the description of the package.

Bug fixes

• The URL in the readme pointing to the code of conduct is now absolute.

owl 0.1.0

• First release of owl.

jolars/owl documentation built on March 7, 2020, 1:13 p.m.