NEWS
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.
srlars 3.0.1 (2026-07-02)
- Make
cv_fit = "huber" the default.
srlars 3.0.0 (2026-06-12)
- 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 2.0.1 (2026-03-30)
- Fix README to reflect new version of
srlars function.
srlars 2.0.0 (2026-03-02)
- Implementation of new algorithm for FSCRE.
srlars 1.0.1 (2023-07-16)
- Fix error related to exhaustion of number of predictors.
srlars 1.0.0 (2023-06-29)
- Initial stable release of package.