sox (version 1.2.1)

overlap_structure: Automatically generate objects used to describe the structure of the overlapping group lasso penalty

Description

Automatically generate objects used to describe the structure of the overlapping group lasso penalty The output is then used by sox() and sox_cv().

Usage

overlap_structure(group_list)

Value

A list of objects describing the group structure.

groups

Required by sox() and sox_cv() to describe the relationship between the \(G\) overlapping groups. A \(G * G\) integer matrix whose \((i,j)\) entry is 1 if and only if \(i\neq j\) and \(g_i\) is a child group (subset) of \(g_j\), and is 0 otherwise.

groups_var

Required by sox() and sox_cv() to describe the relationship between the \(G\) overlapping groups and the \(p\) variables. A \(p * G\) integer matrix whose \((i,j)\) entry is 1 if and only if variable \(i\) is in group \(g_j\), but not in any child group of \(g_j\), and is 0 otherwise.

group_weights

Required by sox() and sox_cv() to specify the group-specific penalty weights. The penalty weight for each group is equal to the square root of the group size.

Arguments

group_list

A list containing the indices of the group members.

Examples

# p = 9 Variables:
## 1: A1
## 2: A2
## 3: C1
## 4: C2
## 5: B
## 6: A1B
## 7: A2B
## 8: C1B
## 9: C2B

# G = 5 Overlapping groups:
## g1: A1, A2, A1B, A2B
## g2: B, A1B, A2B, C1B, C2B
## g3: A1B, A2B
## g4: C1, C2, C1B, C2B
## g5: C1B, C2B

overlapping.groups <- list(c(1, 2, 6, 7),
                           c(5, 6, 7, 8, 9),
                           c(6, 7),
                           c(3, 4, 8, 9),
                           c(8, 9))
                           
pars.overlapping <- overlap_structure(overlapping.groups)

str(pars.overlapping)