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swjm 0.1.2
- Corrected the stagewise update directions under the scaled
penalties. The argmax of the update objective over the scaled-penalty
unit ball carries a factor 1/xi on every death-model coordinate (scaled
lasso and mixed-sign cooperative branches: e_j sgn(g)/xi; group and
same-sign cooperative branches: (g_a, g_b/xi^2)/||(g_a, g_b/xi)||_2).
Earlier versions used unit-norm directions in rescaled gradient
coordinates, which under-stepped the death-model block by the rescaling
factor at every iteration and systematically over-shrank death-model
coefficients.
- The gradient-rescaling factor is now frozen at its initial value, so
each fit emulates a single fixed scaled penalty and the solution paths
are well behaved.
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