precond_sgd: Preconditioner SGD optimization
In ngme2: Linear Latent Non-Gaussian Models with Flexible Distributions
precond_sgd R Documentation
Preconditioner SGD optimization
Description
Preconditioner SGD optimization
Usage
precond_sgd(stepsize = 1, numerical_eps = 1e-05)
Arguments
stepsize
stepsize for SGD
numerical_eps
numerical, the gap used for estimate preconditioner, default is 1e-5
Details
Preconditioner SGD is using fisher information matrix as preconditioner (natural gradient descent).
Value
a list of control variables for optimization
(used in control_opt function)
ngme2 documentation built on May 20, 2026, 9:10 a.m.
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| precond_sgd | R Documentation |
Preconditioner SGD optimization
Description
Preconditioner SGD optimization
Usage
precond_sgd(stepsize = 1, numerical_eps = 1e-05)
Arguments
stepsize |
stepsize for SGD |
numerical_eps |
numerical, the gap used for estimate preconditioner, default is 1e-5 |
Details
Preconditioner SGD is using fisher information matrix as preconditioner (natural gradient descent).
Value
a list of control variables for optimization
(used in control_opt function)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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