istaEnetGeneralPurpose | R Documentation |
Object for elastic net optimization with ista optimizer
a list with fit results
new
creates a new object. Requires (1) a vector with weights for each parameter and (2) a list with control elements
optimize
optimize the model. Expects a vector with starting values, an R function to compute the fit, an R function to compute the gradients, a list with elements the fit and gradient function require, a lambda and an alpha value.
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