ao {lqa}R Documentation

Approximated Octagon Penalty

Description

Object of the penalty class to handle the AO penalty (Ulbricht, 2010).

Usage

ao (lambda = NULL, ...)

Arguments

lambda

two dimensional tuning parameter parameter. The first component corresponds to the regularization parameter \lambda. This must be a nonnegative real number. The second component indicates the exponent \gamma of the bridge penalty term. See details below. It must hold that \gamma > 1.

...

further arguments.

Details

The basic idea of the AO penalty is to use a linear combination of L_1-norm and the bridge penalty with \gamma > 1 where the amount of the bridge penalty part is driven by empirical correlation. So, consider the penalty

P_{\tilde{\lambda}}^{ao}(\boldsymbol{\beta}) = \sum_{i = 2}^p \sum_{j< i} p_{\tilde{\lambda},ij} (\boldsymbol{\beta}), \quad \tilde{\lambda} = (\lambda, \gamma)

where

p_{\tilde{\lambda},ij} = \lambda[(1 - |\varrho_{ij}|) (|\beta_i| + |\beta_j|) + |\varrho_{ij}|(|\beta_i|^\gamma + |\beta_j|^\gamma)],

and \varrho_{ij} denotes the value of the (empirical) correlation of the i-th and j-th regressor. Since we are going to approximate an octagonal polytope in two dimensions, we will refer to this penalty as approximated octagon (AO) penalty. Note that P_{\tilde{\lambda}}^{ao}(\boldsymbol{\beta}) leads to a dominating lasso term if the regressors are uncorrelated and to a dominating bridge term if they are nearly perfectly correlated.

The penalty can be rearranged as

P_{\tilde{\lambda}}^{ao}(\boldsymbol{\beta}) = \sum_{i=1}^p p_{\tilde{\lambda},i}^{ao}(\beta_i),

where

p_{\tilde{\lambda},i}^{ao}(\beta_i) = \lambda \left\{|\beta_i|\sum_{j \neq i} (1 - |\varrho_{ij}|) + |\beta_i|^\gamma \sum_{j \neq i} |\varrho_{ij}|\right\}.

It uses two tuning parameters \tilde{\lambda} = (\lambda, \gamma), where \lambda controls the penalty amount and \gamma manages the approximation of the pairwise L_\infty-norm.

Value

An object of the class penalty. This is a list with elements

penalty

character: the penalty name.

lambda

double: the (nonnegative) regularization parameter.

getpenmat

function: computes the diagonal penalty matrix.

Author(s)

Jan Ulbricht

References

Ulbricht, Jan (2010) Variable Selection in Generalized Linear Models. Ph.D. Thesis. LMU Munich.

See Also

penalty, genet


[Package lqa version 1.0-3 Index]