WPL0: p-Wasserstein projections with an L0 penalty

In WpProj: Linear p-Wasserstein Projections

p-Wasserstein projections with an L0 penalty

Description

p-Wasserstein projections with an L0 penalty

Usage

WPL0(
  X,
  Y = NULL,
  theta,
  power = 2,
  method = c("selection.variable", "projection"),
  transport.method = transport_options(),
  epsilon = 0.05,
  OTmaxit = 100,
  parallel = NULL,
  ...
)

Arguments

X	matrix of covariates
Y	matrix of predictions
theta	optional matrix of coefficients from original model, if relevant
power	power of the Wasserstein distance
method	One of "selection.variable" or "projection". Methods decide whether covariate matrix in theta is preserved ("selection.variable") or if new projections are generated ("projection")
transport.method	Method for Wasserstein distance calculation. Should be one of the outputs of transport_options().
epsilon	hyperparameter for sinkhorn iterations
OTmaxit	max iteration for sinkhorn iterations
parallel	foreach backend

Value

WpProj object

WpProj documentation built on May 29, 2024, 7:55 a.m.