Added DOI of the package.
Added high performance PLS Cox backends:
big_pls_cox_fast() for exact PLS Cox fits on both dense
matrices and bigmemory::big.matrix objects.big_pls_cox_gd() for gradient based optimisation of Cox
partial likelihood in the latent PLS space.big_pls_cox_gd() now supports several optimisation
schemes via the method argument:
"gd" for a basic fixed step gradient descent,"bb" for a Barzilai Borwein step size,"nesterov" for Nesterov style acceleration,"bfgs" for a quasi Newton update.All optimisers share the same PLS scores and differ only in how the Cox coefficients are updated.
Fixed problem in C code that led to an additional error during CRAN tests.
Added helpers for big_pls_cox() and
big_pls_cox_gd().
New prediction helpers:
predict.big_pls_cox_fast() and
predict.big_pls_cox_gd() now handle dense matrices,
big.matrix inputs and in-sample prediction.type = "components" returns the PLS scores for the
requested components.comps and coef allow partial use
of components and user supplied Cox coefficients.Added simple diagnostic accessors for gradient based fits, including iteration counts, log-likelihood trajectory, gradient norms and step sizes.
See the “Release highlights” section of the README for a condensed overview of these changes.
bigmemory matrices together with benchmarking
utilities.big_pls_cox() and
big_pls_cox_gd().big_pls_cox() and
exposed survival model objects for downstream predictions.cv.big_pls_cox() and
cv.big_pls_cox_gd() mirroring the plsRcox
criteria, including the recommended survivalROC iAUC metric by
default.cv.coxgpls() to accept big.matrix
predictors without coercion errors.inst/benchmarks comparing big_pls_cox()
against plsRcox::plsRcox() on in-memory and file-backed
matrices.bigmemory.DESCRIPTION.big_pls_cox() and
big_pls_cox_gd() stability checks.big_pls_cox() numerical stability and added
support for additional convergence diagnostics in the gradient-descent
solver.bigmemory file-backed matrices.micro.censure and
simulated Cox examples.