NEWS.md

RSAVS (development version)

API changes

• Make API about specifing loss function's type more consistent. See the changes of RSAVS_Further_Improve for more details.
• Internally, add functions Draw_Mu_Path and Draw_Beta_Path to visualize the solution path regarding to subgroup identification and variable selection namely.
• Add support to choose whether to use double log likelihood when computing the modified BIC.
• Add a parameter update_mu to RSAVS_Path and RSAVS_Path_PureR so one can choose whether to update the mu vector into meaningful subgroup structure during the computation of solution plain.
• Add a parameter omp_zsw to RSAVS_Path and RSAVS_Solver which controls number of threads during the update of z, s and w via OpenMP.
• Add a parameter s_v2 to RSAVS_Path and RSAVS_Solver which indicates whether to use the faster implementation to update s_vec and q2_vec.

General changes

• Tidy up some scirpt.
• Add a vignette about applying the proposed method onto the iris dataset. It demonstrates the unsupervised nature of the proposed method.
• Add RSI and RSI_DAC internally.
• Add RSAVS_Simple_Path internally. This is a wrapper function for a simplified search over the solution plane.

RSAVS 0.1.4

Major changes

• Tidy up cpp source files to make it compatible with newer version Eigen.

• Update and add more detailed dependency info into DESCRIPTION.

RSAVS 0.1.3

API changes

• Parameters lam1_length and lam2_length in function RSAVS_LargeN are renamed to lam1_len and lam2_len.
• Possible choices for parameter loss_type are standardized to the same format. Currently they are "L1", "L2" and "Huber".

Major changes

• Add pure R implementation of RSAVS. Refer to RSAVS_Path_PureR and RSAVS_Solver_PureRfor more details.
• Add cpp implementation of RSAVS. The detailed algorithm uses the original design, which might be unstable when dealing with large scale dataset but is more flexible. Refer to RSAVS_Path and RSAVS_Solver for more details.
• By default, lam1_vec is now in order from small to big.
• The newly added RSAVS_Path and RSAVS_Path_PureR now supports progress bar via package progressr.

Future plans

• [done] Finish the vignette about the detail design of the internal ADMM algorithm
• Clean up the code
• [done] Add functionality for smaller dataset
• Add RSI/LLA algorithm
• Add a vignette about why lasso is not suitable for subgroup identificaion in this algorithm

RSAVS 0.1.2

Minor changes

• Add student performance data into the package.
• Add a vignette about using this package to analyze the student performance dataset
• Update the website layout of this package

Future plans

• Add a vignette about the detail design of the internal ADMM algorithm
• Clean up the code
• Add functionality for smaller dataset
• Add RSI/LLA algorithm

RSAVS 0.1.1

Initial release

• Initial release of the package.