gforce.defaults: FORCE default tuning parameters.

In GFORCE: Clustering and Inference Procedures for High-Dimensional Latent Variable Models

Description

Provides the default tuning parameters for gforce.FORCE.

Usage

gforce.defaults(d)

Arguments

d	dimension of random vector or number of datapoints.

Value

An object with following components

adapt_init_mode

a numeric. Indicates which initialization mode to use for gforce.FORCE_adapt.

alpha

a numeric. Gives the step size for the projected gradient descent updates.

dual_frequency

an integer. Specifies how many gradient updates to perform between searches for a dual certificate.

duality_gap

a numeric. If the duality gap can be shown to be less than duality_gap, the FORCE algorithm terminates.

early_stop_mode

a numeric. early_stop_mode == 1 indicates that the algorithm should use an early stopping rule.

early_stop_lag

an integer. This indicates the number of iterations without sufficient improvement in objective value before early stopping.

early_stop_eps

a numeric. Threshold for objective value improvement used to determine early stopping.

eps_obj

a numeric. Specifies the precision required of the optimal solution to the eigenvalue maximization problem.

finish_pgd

an integer. If finish_pgd is 1, then other stopping criteria are ignored and FORCE performs max_iter gradient updates.

initial_mixing

a numeric between 0 and 1. Specifies how to construct the initial strictly feasible solution to the SDP relaxation.

kmeans_iter

an integer. The number of times to run a K-means solver during each search for an optimal clustering and dual certificate.

max_iter

an integer. The maximum number of gradient updates to perform.

primal_only

an integer. primal_only == 1 indicates that the algorithm should not search for a dual certificate.

restarts

a vector of integers. This specifies the iterations at which to take the projection of the current iterate and restart the algorithm with that as the initial solution.

verbose

an integer. Specifies the level of verbosity requested from gforce.FORCE.

Examples

opts <- gforce.defaults(20)

GFORCE documentation built on May 2, 2019, 3:44 a.m.