mxPenaltyRidge: mxPenaltyRidge

In OpenMx: Extended Structural Equation Modelling

mxPenaltyRidge

Description

Ridge regression regularization

Usage

mxPenaltyRidge(
  what,
  name,
  lambda = 0,
  lambda.step = 0.01,
  lambda.max = 0.4,
  lambda.min = NA,
  epsilon = 1e-05,
  scale = 1,
  ...,
  hyperparams = c("lambda")
)

Arguments

what	A character vector of parameters to regularize
name	Name of the regularizer object
lambda	strength of the penalty to be applied at start (default 0)
lambda.step	lambda step during penalty search (default 0.01)
lambda.max	when to end the lambda search (default 0.4)
lambda.min	minimum lambda value (default lambda)
epsilon	how close to zero is zero?
scale	a given parameter is divided by scale before comparison with epsilon
...	Not used. Forces remaining arguments to be specified by name
hyperparams	a character vector of hyperparameter names

OpenMx documentation built on Oct. 19, 2024, 9:06 a.m.