Multivariate Multi-Task LASSO with multiple regularization comparison

Runs MTLASSO with different regularization types and returns the best model based on cross-validated MSE.

Usage

multivariate_mtlasso_cv(
  X,
  Y,
  regularizations = c("L21", "Trace", "Lasso"),
  nfolds = 5,
  verbose = FALSE,
  seed = 123,
  par = FALSE,
  n.cores = 1
)

Arguments

X

matrix, design matrix of SNP dosages (n x p)

Y

matrix, matrix of isoform expression across columns (n x q)

regularizations

character vector, regularization types to compare

nfolds

int, number of CV folds

verbose

logical, print progress

seed

int, random seed

par

logical, use parallel processing for CV folds

n.cores

int, number of cores for parallel processing

Value

isotwas_model object with best regularization