forked from pbreheny/grpreg
-
Notifications
You must be signed in to change notification settings - Fork 0
/
NEWS
192 lines (170 loc) · 8.62 KB
/
NEWS
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
# grpreg 3.2-1 (2019-02-26)
* Change: Cross-validation now balances censoring across folds for survival
models
* Fixed: Leave-one-out cross-validation now works correctly for logistic
regression
# grpreg 3.2-0 (2018-09-27)
* New: cv.grpsurv now calculates SE, with bootstrap option
* Change: R^2 now consistently uses the Cox-Snell definition for all types
of models
* Change: Survival loss now uses deviance
* Change: cv.grpsurv now uses 'fold', not 'cv.ind', to declare assignments
* Fixed: cv.grpreg now correctly handles out-of-order groups for Poisson
* Fixed: cv.grpsurv now correctly standardizes out-of-order groups
* Fixed: grpreg no longer returns loss=NA with family='binomial' for some
lambda values
* Internal: SSR-BEDPP optimization reinstated after bug fix
* Internal: C code for binom/pois combined into gdfit_glm, lcdfit_glm
* Documentation: Lots of updates
* Documentation: vignette now html (used to be pdf)
* Documentation: pkgdown website
# grpreg 3.1-4 (2018-06-15)
* Fixed: Works with arbitrarily "messy" group structures now (constant
columns, out of order groups, etc.) due to restructuring of standardization/
orthogonalization
* Internal: SSR-BEDPP rule turned off due to bug
# grpreg 3.1-3 (2018-04-07)
* Internal: C code now uses || instead of |
# grpreg 3.1-2 (2017-07-05)
* Fixed: Bug in applying screening rules with group lasso for linear
regression with user-specified lambda sequence (thank you very much to
Natasha Sahr for pointing this out)
# grpreg 3.1-1 (2017-06-07)
* Fixed: Cross-validation no longer fails when constant columns are present
(thank you to Matthew Rosenberg for pointing this out)
* Fixed: Cross-validation no longer fails when group.multiplier is specified
# grpreg 3.1-0 (2017-05-18)
* New: Additional tests and support for coersion of various types with
respect to both X and y
* Change: Convergence criterion now based on RMSD of linear predictors
* Change: 'Lung' and 'Birthwt' data sets now use factor representation of
group, as character vectors are inherently ambiguous with respect to order
* Change: max.iter now based on total number of iterations for entire path
* Internal: 'X', 'group', and 'group.multiplier' now bundled together in an
object called 'XG' to enforce agreement at all times
* Internal: new SSR-BEDPP feature screening rule for group lasso
* Internal: Registration of native routines
* Internal: Changing PROTECT/UNPROTECT to conform to new coding standards
* Fixed: The binding of X and G fixes several potential bugs, including
Issue #12 (GitHub)
# grpreg 3.0-2
* Fixed bug involving mismatch between group.multiplier and group if
group is given out of order.
# grpreg 3.0-1 (2016-06-06)
* Fixed: memory allocation bug
* Deprecation: Re-introduced 'birthwt.grpreg' for backwards compatibility,
but this is deprecated
# grpreg 3.0-0 (2016-06-02)
* New: methods for survival analysis (Cox modeling): grpsurv, cv.grpsurv, AUC,
predict.grpsurv
* New: option to return fitted values from cross-validation folds
(returnY=TRUE) to cv.grpreg and cv.grpsurv
* New: Added user interrupt checking
* Change: Reformatted (and renamed) example data set 'Birthwt'; added example
data set 'Lung' for survival
* Internal: Greatly expanded suite of tests; various bugs identified and fixed
as a result
* Documentation: Added vignettes (a quick-start guide and a detailed
description of available penalties)
# grpreg 2.8-1 (2015-05-30)
* New: cv.grpreg now allows user to specify lambda (thanks to Vincent
Arel-Bundock for suggesting this change)
* Fixed: bug for predict.grpreg(fit, type="nvars") or type="ngroups" when
scalar lambda value is passed
* Documentation: Updated citations
# grpreg 2.8-0 (2014-11-15)
* New: More flexible interface through the 'group' argument; groups may now be
out of order, and may be named rather than only consecutive integers
* New: 'X' can now be a matrix of integers (previously this would result in
the passing of an incompatible storage type to C)
* New: Additional error checks to prevent cryptic error messages
* Internal: modifications to convergence monitoring
* New: Added corrected AIC and extended BIC as options with select()
* Change: summary.cv.grpreg now describes multitask learning models more
accurately
* Fixed: bug for multitask learning when number of outcomes = 2 (thank you to
Aluma Dembo for pointing this out)
* Fixed: Cross-validation for multitask learning now respects the multivariate
structure of the response matrix
* Fixed: bug in cv.grpreg when attempting to use leave-one-out
cross-validation
# grpreg 2.7-1 (2014-08-13)
* Fixed: More rigorous initialization at C level to prevent possible memory
access problems
* Fixed: predict() for types 'vars', 'nvars', and 'ngroups' with multivariate
outcomes
* Fixed: As a consequence of the above fix, summary(cvfit) now works for
multivariate outcomes (thank you to Cajo ter Braak for pointing out that
this was broken)
# grpreg 2.7-0 (2014-08-13)
* New: support for Poisson regression
* Internal: .Call now used instead of .C
* Fixed: bug in cv.grpreg when attempting to use leave-one-out
cross-validation (thank you to Cajo ter Braak for pointing this out)
# grpreg 2.6-0 (2014-03-21)
* Internal: Various internal changes to make the package more efficient for
large data sets
# grpreg 2.5-0 (2013-12-24)
* New: group exponential lasso 'gel' method
* New: 'gmax' option
* New: 'nvars' and 'ngroups' options for predict
* Change: appearance of summary.cv.grpreg display
# grpreg 2.4-0 (2013-06-07)
* New: options in plot.cv.grpreg to plot estimates of r-squared,
signal-to-noise ratio, scale parameter, and prediction error in addition to
cross-validation error (deviance)
* New: grpreg and cv.grpreg now allow matrix y to facilitation group penalized
methods for seemingly unrelated regressions/multitask learning. This is
something of a 'beta' release at this point, and will be developed and
refined further in future releases.
* New: 'summary' method for cv.grpreg objects
* New: 'coef' and 'predict' methods for cv.grpreg objects
* Change: Brought gBridge up to date so that it now handles constant columns,
etc. (see # grpreg 2.2-0)
* Fixed: bug in predict type='coefficients' when 'lambda' argument specified
* Fixed: bug in cv.grpreg with user-defined lambda values
# grpreg 2.3-0 (2013-02-10)
* Internal: Switched to SVD-based orthogonalization to allow for linear
dependency within groups
# grpreg 2.2-1 (2012-11-16)
* Fixed: compilation error for 32-bit Windows
* Fixed: bug in calculation of binomial deviance when fitted probabilities
are close to 0 or 1
# grpreg 2.2-0 (2012-10-09)
* New: select now Now allows '...' options to be passed to logLik
* New: Added option to plot norm of each group, rather than individual
coefficients
* New: 'vars', 'groups', and 'norm' options added to 'predict'
* Change: cv.grpreg now returns full data fit as well as CV errors; this
allows cv.grpreg to handle constant columns and fixes some bugs
* Fixed: logLik no longer calculates (meaningless) log-likelihoods for
saturated models (thank you to Xiaowei Ren for pointing this out)
* Fixed: bug for returning group when some groups were eliminated due to
constant columns
# grpreg 2.1-0 (2012-07-28)
* New: grpreg can now handle constant columns (they produce beta=0)
* Fixed: Bug involving orthogonalization with unpenalized groups
* Internal: restructuring of C code
# grpreg 2.0-0 (2012-07-21)
* New: Group MCP, group SCAD methods added
* New: Added 'cv.grpreg' to facilitate cross-validation
* New: 'dfmax' option
* New: 'group.multiplier' option
* New: Allows specification of unpenalized groups
* Change: gBridge now divorced from grpreg and given separate function
* Internal: New algorithm for group lasso
* Internal: Extensive internal refactoring of code
* Internal: standardize and orthogonalize functions added
* Internal: Much more extensive and reproducible code testing
# grpreg 1.2-0 (2011-06-22)
* New: grpreg now returns 'loss'
* New: Added logLik method
* Change: Syntax of 'select' modified (no longer requires X, y to be passed)
* Change: 'plot.grpreg' function more flexible
* Change: 'n.lambda' to 'nlambda' in grpreg
* Change: 'a' to 'gamma' for MCP tuning parameter
* Change: 'lambda2' to 'alpha'
* Removed: 'monitor' no longer an option in grpreg
* Removed: 'criteria' option for select
* Fixed: Bug in calculation of df for gLasso (grpreg.c)
* Documendation: Updated citation and contact information