setup_optimizer_seq: Instantiate an optimizer for training an EQRN_seq network

In EQRN: Extreme Quantile Regression Neural Networks for Risk Forecasting

Instantiate an optimizer for training an EQRN_seq network

Description

Instantiate an optimizer for training an EQRN_seq network

Usage

setup_optimizer_seq(network, learning_rate, L2_pen, optim_met = "adam")

Arguments

network	A torch::nn_module network to be trained in EQRN_fit_seq().
learning_rate	Initial learning rate for the optimizer during training of the neural network.
L2_pen	L2 weight penalty parameter for regularization during training.
optim_met	DEPRECATED. Optimization algorithm to use during training. "adam" is the default.

Value

A torch::optimizer object used in EQRN_fit_seq() for training.

EQRN documentation built on April 4, 2025, 12:45 a.m.