simulated_annealing_method_options: Options For Use With the Simulated Annealing Selection Method

In WpProj: Linear p-Wasserstein Projections

Options For Use With the Simulated Annealing Selection Method

Description

Options For Use With the Simulated Annealing Selection Method

Usage

simulated_annealing_method_options(
  force = NULL,
  method = c("binary program", "projection"),
  transport.method = transport_options(),
  OTmaxit = 100L,
  epsilon = 0.05,
  maxit = 1L,
  temps = 1000L,
  max.time = 3600,
  proposal.method = c("covariance", "uniform"),
  energy.distribution = c("boltzman", "bose-einstein"),
  cooling.schedule = c("Geman-Geman", "exponential"),
  model.size = NULL,
  display.progress = FALSE,
  parallel = NULL,
  calc.theta = TRUE,
  ...
)

Arguments

force	Any covariates to force into the model? Should be by column number or NULL if no variables to force into the model.
method	Should covariates be selected as an approximate "binary program" or should a projection method be used. Default is the approximate binary program.
transport.method	Method for Wasserstein distance calculation. Should be one the outputs of transport_options()
OTmaxit	The number of iterations to run the Wasserstein distance solvers.
epsilon	A value > 0 for the penalty parameter of if using the Sinkhorn method for optimal transport
maxit	Maximum number of iterations per temperature
temps	Number of temperatures to try
max.time	Maximum time in seconds to run the algorithm
proposal.method	The method to propose the next covariate to add. One of "covariance" or "random". "covariance" will randomly select from covariates with probability proportional to the absolute value of the covariance. "uniform" will select covariates uniformly at random.
energy.distribution	The energy distribution to use for evaluating proposals. One of "boltzman" or "bose-einstein". Default is "boltzman".
cooling.schedule	The schedule to use for cooling temperatures. One of "Geman-Geman" or "exponential". Default is "Geman-Geman".
model.size	How many coefficients should the maximum final model have?
display.progress	Logical. Should intermediate progress be displayed? TRUE or FALSE. Default is FALSE.
parallel	A cluster backend to be used by foreach::foreach(). See foreach::foreach() for details about how to set them up. The WpProj functions will register the cluster with the doParallel::registerDoParallel() function internally.
calc.theta	Return the linear coefficients? Default is TRUE.
...	Not used.

Value

A named list with the above arguments

Examples

simulated_annealing_method_options()

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