View source: R/objectiveFast.R
objectiveFast | R Documentation |
Computes the objective function for NPMR more quickly than objective
by
leveraging pre-computed fitted values, which is the bottleneck in
computing the objective. Intended for internal use only.
objectiveFast(B, P, W, lambda)
B |
fitted regression coefficient matrix |
P |
matrix of fitted multinomial class probabilities |
W |
vector containing indices of |
lambda |
regularization parameter (maybe be a vector of values) |
a vector of objective values for the NPMR optimization problem, one for each
value of lambda
Scott Powers, Trevor Hastie, Rob Tibshirani
Scott Powers, Trevor Hastie and Rob Tibshirani (2016). “Nuclear penalized multinomial regression with an application to predicting at bat outcomes in baseball.” In prep.
objective
, nuclear
, PGDnpmr
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