.smoothElasticNetGradient {lessSEM} | R Documentation |
.smoothElasticNetGradient
Description
smoothed version of non-differentiable elastic LASSO gradient
Usage
.smoothElasticNetGradient(
parameters,
tuningParameters,
penaltyFunctionArguments
)
Arguments
parameters |
vector with labeled parameter values |
tuningParameters |
list with fields lambda (tuning parameter value), alpha (0<alpha<1. Controls the weight of ridge and lasso terms. alpha = 1 is lasso, alpha = 0 ridge) |
penaltyFunctionArguments |
list with fields regularizedParameterLabels (labels of regularized parameters), and eps (controls the smooth approximation of non-differential penalty functions (e.g., lasso, adaptive lasso, or elastic net). Smaller values result in closer approximation, but may also cause larger issues in optimization.) |
Value
gradient values
[Package lessSEM version 1.5.5 Index]