flash_conv_crit_elbo_diff: Calculate the difference in ELBO

In flashier: Empirical Bayes Matrix Factorization

Calculate the difference in ELBO

Description

The default objective function used to determine convergence when fitting a flash object. Calculates the difference in the variational lower bound ("ELBO") from one iteration to the next.

Usage

flash_conv_crit_elbo_diff(curr, prev, k)

Arguments

curr	The flash_fit object from the current iteration.
prev	The flash_fit object from the previous iteration.
k	Only used during sequential backfits (that is, calls to flash_backfit where extrapolate = FALSE). It then takes the index of the factor/loadings pair currently being optimized.

Details

This function is an example of a function that may be passed to parameter fn in function flash_set_conv_crit to set the convergence criterion for a flash pipeline. See flash_set_conv_crit for details and examples.

Value

A scalar, which is compared against the tolerance parameter tol to determine whether a fit has converged.

See Also

flash_conv_crit_max_chg flash_conv_crit_max_chg_L, flash_conv_crit_max_chg_F

flashier documentation built on Oct. 17, 2023, 5:07 p.m.