smoothedLasso

A Framework to Smooth L1 Penalized Regression Operators using Nesterov Smoothing

CRAN Package

We provide full functionality to smooth L1 penalized regression operators and to compute regression estimates thereof. For this, the objective function of a user-specified regression operator is first smoothed using Nesterov smoothing (see Y. Nesterov (2005) doi:10.1007/s10107-004-0552-5), resulting in a modified objective function with explicit gradients everywhere. The smoothed objective function and its gradient are minimized via BFGS, and the obtained minimizer is returned. Using Nesterov smoothing, the smoothed objective function can be made arbitrarily close to the original (unsmoothed) one. In particular, the Nesterov approach has the advantage that it comes with explicit accuracy bounds, both on the L1/L2 difference of the unsmoothed to the smoothed objective functions as well as on their respective minimizers (see G. Hahn, S.M. Lutz, N. Laha, C. Lange (2020) doi:10.1101/2020.09.17.301788). A progressive smoothing approach is provided which iteratively smoothes the objective function, resulting in more stable regression estimates. A function to perform cross validation for selection of the regularization parameter is provided.


Team


Insights

Last 30 days

This package has been downloaded 204 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 6 times.

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0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
11 downloadsMar 4, 2025
14 downloadsMar 5, 2025
2 downloadsMar 6, 2025
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11 downloadsMar 11, 2025
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14 downloadsMar 18, 2025
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7 downloadsMar 22, 2025
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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 2,744 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Jul 21, 2024 with 69 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


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Dependencies

  • Imports2 packages