srlars 1.0.0
- Initial stable release of package.
srlars 1.0.1
- Fix error related to exhaustion of number of predictors.
srlars 2.0.0
- Implementation of new algorithm for FSCRE.
srlars 2.0.1
- Fix README to reflect new version of
srlars
function.
srlars 3.0.0
- Breaking change: redesigned
srlars()
interface. Replaced robust=TRUE/FALSE with explicit
preprocessing and CV controls (x_preprocess,
y_preprocess, cor_estimator,
cv_preprocess, cv_fit, cv_loss,
cv_folds).
- No target leakage by default: predictor
preprocessing is now performed on
X only (no joint
preprocessing of [y, X]).
- Added wrapping-based robust, PSD correlations
(
cor_estimator = "wrap"), based on
cellWise::wrap().
- Added leakage-free foldwise CV preprocessing option
(
cv_preprocess = "foldwise") using
cellWise::DDCpredict() and foldwise response
transforms.
- Added robust arbiter options: Huber/trimmed/MSE
scoring and optional Huber IRLS fitting inside
the CV loop (
cv_fit = "huber").
- Updated internal selection loop stopping logic to require
strictly positive CV improvement before accepting a
variable.
srlars 3.0.1
- Make
cv_fit = "huber" the default.
srlars 3.1.0
- Fixed
predict.srlars()’s dynamic DDC-cleaning of new
data: object$robust is now set by srlars() (it
was previously always missing, so the DDC-cleaning branch was dead code
and dynamic = TRUE had no effect), and the stale
dummy-response-column augmentation before calling
cellWise::DDCpredict() was removed to match the fact that
x_preprocess = "ddc" is fit on the predictors alone.
- Added
max_share argument to srlars(): the
maximum number of sub-models (1 to n_models) a given
variable may appear in. Default is 1, reproducing the
original fully-disjoint behavior exactly. When
1 < max_share < n_models, each sub-model’s first
selected variable is forced to be distinct across sub-models, preventing
several sub-models from redundantly duplicating the same strongest
cold-start predictor; sharing is only permitted for variables added
after a sub-model’s first pick. This restriction is lifted entirely at
max_share = n_models (sub-models are then free to become
identical).
- Added
n_min argument to srlars(): the
minimum number of variables each sub-model is guaranteed to receive
(subject to availability), even if a candidate doesn’t clear the usual
positive-benefit/tolerance requirement. Default is
NULL (no floor, original behavior). Never bypasses the
max_share/diversity pool restrictions – only the CV-benefit
acceptance requirement is relaxed for sub-models below the floor.
- Added
cv.srlars(): chooses max_share by
(outer) cross-validation and returns the ensemble refit at the
cross-validated optimum. coef() and predict()
work directly on the result via the existing
coef.srlars()/predict.srlars() methods.