Initialise the graduated optimisation with a LASSO solution

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)