NEWS
missoNet 2025-09-01
Major release. Architecture rebuilt for speed, stability, and cleaner workflows. Recommended upgrade.
Highlights
- 3–5× faster on typical problems via rewriting core kernels in RcppArmadillo.
- Adaptive lambda search that scales to large problems with fewer evaluations.
- Element-wise penalty control for both coefficients and network edges.
Algorithm & Features
- Consistent search strategy in
missoNet() and cv.missoNet().
- Fine-grained penalty customization through
beta.pen.factor and theta.pen.factor, enabling exclusion of predictors or structured sparsity patterns.
relax.net option for de-biased network estimation: refits the active edge set without L1 penalties to reduce bias in the precision matrix.
- Support multiple graphical lasso backends (e.g., glassoFast (default) / glasso) with automatic selection and reliable fallbacks.
- Smarter defaults and data-aware initialization tuned to dimensionality, missingness, and conditioning.
- Full parallelization for cross-validation and grid evaluation.
Performance & Robustness
- Vectorized algebra and memory reuse; internal benchmarks show 3–5× speedups
- The warm-start strategy has been rewritten to enhance stability.
- Tighter line search and stopping in FISTA; fewer oscillations.
- Epsilon‑safe numerics; strict finite‑value checks.
Visualization & UX
- Upgraded S3
plot() for publication-quality output.
- Clearer progress and diagnostics (stages, backend, convergence).
Documentation
- New vignettes: introduction, advanced features, case studies.
- Cross-references and examples aligned across
missoNet() and cv.missoNet(); arguments and return values documented consistently.
Bug Fixes
- Fixed
Inf propagation in preprocessing.
- Fixed cross-package reference linking.
- Removed unused external data to reduce package size.
- Miscellaneous bugs.
Compatibility: Minor API changes; refined defaults. See ?missoNet, ?cv.missoNet.
missoNet 2023-07-18
- More reliable convergence in difficult edge cases; fewer premature stops.
- Streamlined initialization with better defaults.
- Removed
glmnet dependency.
- Better diagnostics and messages.
missoNet 2023-05-10
- Final evaluations are now based on warm starts.
- Tuned default parameters based on empirical testing across representative datasets.
- Dropped C++11 requirement.
missoNet 2022-10-06