smoothed version of non-differentiable elastic LASSO penalty
.smoothElasticNetValue(parameters, tuningParameters, penaltyFunctionArguments)
penalty function value
vector with labeled parameter values
list with fields lambda (tuning parameter value), alpha (0<alpha<1. Controls the weight of ridge and lasso terms. alpha = 1 is lasso, alpha = 0 ridge)
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.)