autotune: Fast, Accurate and Automatic Tuning Parameter Selection for
Lasso
Fits Lasso paths for high-dimensional regression using coordinate descent with automatic, data-driven tuning of the regularization parameter. The implementation is 10 to 200 times faster than the standard 'glmnet' implementation of Lasso tuned via Cross Validation and over 100 times faster than scaled Lasso. It also provides a reliable estimate of the regression noise level and a new diagnostic for sparsity.
For details of the method, see Sadhukhan, Wilms, Smeekes and Basu (2025)
"Autotune: fast, accurate, and automatic tuning parameter selection for Lasso"
<doi:10.48550/arXiv.2512.11139>.
| Version: |
0.1.1 |
| Depends: |
R (≥ 2.10) |
| Imports: |
Rcpp (≥ 1.0.13) |
| LinkingTo: |
Rcpp |
| Suggests: |
knitr, rmarkdown, glmnet, AUC, ggplot2, ggExtra, dplyr, tidyr, Matrix |
| Published: |
2026-09-02 |
| DOI: |
10.32614/CRAN.package.autotune |
| Author: |
Tathagata Sadhukhan [aut, cre],
Ines Wilms [aut],
Stephan Smeekes [aut],
Sumanta Basu [aut] |
| Maintainer: |
Tathagata Sadhukhan <ts767 at cornell.edu> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| Materials: |
README |
| CRAN checks: |
autotune results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=autotune
to link to this page.