obj_function: Elastic net objective function value

In multiview: Cooperative Learning for Multi-View Analysis

Elastic net objective function value

Description

Returns the elastic net objective function value.

Usage

obj_function(
  y,
  mu,
  weights,
  family,
  lambda,
  alpha,
  coefficients,
  vp,
  view_components,
  rho
)

Arguments

y	Quantitative response variable.
mu	Model's predictions for y.
weights	Observation weights.
family	A description of the error distribution and link function to be used in the model. This is the result of a call to a family function.
lambda	A single value for the lambda hyperparameter.
alpha	The elasticnet mixing parameter, with 0 \le \alpha \le 1.
coefficients	The model's coefficients (excluding intercept).
vp	Penalty factors for each of the coefficients.
view_components	a list of lists containing indices of coefficients and associated covariate (view) pairs
rho	the fusion parameter

multiview documentation built on April 3, 2023, 5:20 p.m.