Addresses the comments from the first CRAN submission.
DESCRIPTION now writes out every acronym on first use: "support vector
machine (SVM)", and the L1 penalty is identified as lasso-type.plot_trace() no longer leaves the caller's graphical parameters modified.
It needs par(new = TRUE) to overlay the second axis; the previous value is
now captured and restored with an immediate on.exit(), so the caller's
state is intact even if the function exits with an error. Only new is
saved and restored rather than par(no.readonly = TRUE), since the latter
would also restore mfg and break a multi-panel layout set up by the caller.
This was the only place in the package that changed par(); nothing in the
package changes options() or the working directory.First release.
fsa() fits sparse generalized linear models under an exact cardinality
constraint using Feature Selection with Annealing (Barbu et al., 2017).
Gaussian, binomial, Poisson, multinomial, multi-response Gaussian and Cox
families; dense and sparse designs.k returns a whole path of model sizes from one annealed
pass, with nested supports.cv.fsa() chooses k by cross-validation, with deviance, mse, mae,
class, auc and C measures and optional parallel folds.cv.fsa() can cross-validate the ridge coefficient s jointly with k:
pass a vector to s and read the result from s.min. This matters when p
greatly exceeds n.dexter
ships with the package, and fetch_gisette() downloads and caches Gisette.
Both include random probe features, so false discoveries are measurable.print() output was the only
non-ASCII character a user could see, and non-ASCII example output is a
known source of platform-dependent check failures on Windows.fetch_gisette()'s example is marked \dontrun{} so that package checks
never attempt a 21 MB download.src/Makevars. It costs nothing
measurable (the engine is dominated by BLAS products) and converts any
out-of-bounds access into a clean R error instead of silent heap corruption.plot_trace() draws the coefficient trajectory of the anneal; the step size
is capped automatically at the largest value for which the gradient step is
guaranteed to descend, which makes the default settings safe on strongly
correlated designs.