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All 0's for checking with user specified lambda #15

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nsahr opened this issue Jul 5, 2017 · 1 comment
Closed

All 0's for checking with user specified lambda #15

nsahr opened this issue Jul 5, 2017 · 1 comment

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@nsahr
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nsahr commented Jul 5, 2017

library(grpreg)
data("Birthwt")
X <- Birthwt$X
group <- Birthwt$group
y <- Birthwt$bwt
fit <- grpreg(X, y, group, penalty="grLasso")
Lambda <- fit$lambda
check <- grpreg(X,y,group,lambda=Lambda)
check$beta

Using the above code, I was trying to be able to check the results by specifying lambda myself. However, when I do this, it results in all 0's.

@pbreheny
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pbreheny commented Jul 5, 2017

Thank you very much for pointing this out. This is now fixed by commit b856d08, which will appear in the next version of grpreg, 3.1-2, which I just submitted to CRAN.

In case you're curious, grpreg 3.1 implemented screening rules for group lasso to make it run faster, but these don't work correctly if the user specifies lambda, which is what was causing the problems.

@pbreheny pbreheny closed this as completed Jul 5, 2017
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