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missoNet: News and Changes

1.5.1 — 2025-09-01

Major release. Architecture rebuilt for speed, stability, and cleaner workflows. Recommend all users upgrade.

Highlights

• 3–5× faster on typical problems via rewriting core kernels in RcppArmadillo.
• Adaptive grid and lambda search that scales to large problems with fewer evaluations.
• Element-wise precise penalty control for both coefficients and network edges.

Algorithm & Features

• Consistent search strategy in missoNet() and cv.missoNet().
• 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 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.

1.2.0 — 2023-07-18

• More stable convergence in difficult edge cases; fewer premature stops.
• Improved initialization with better defaults.
• Removed glmnet dependency.
• Better diagnostics and messages.

1.1.0 — 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.

1.0.0 — 2022-10-06

• Initial CRAN release.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.