smoothed version of non-differentiable adaptive LASSO gradient
.smoothAdaptiveLASSOGradient(
parameters,
tuningParameters,
penaltyFunctionArguments
)gradient values
vector with labeled parameter values
list with fields lambdas (vector with one tuning parameter value for each parameter)
list with fields regularizedParameterLabels (labels of regularized parameters), and eps (controls the smooth approximation of non-differential penalty functions (e.g., lasso, adaptive lasso, or elastic net). Smaller values result in closer approximation, but may also cause larger issues in optimization.)