s2Fista: Hyper-parameter wrapper for FISTA.

In s2net: The Generalized Semi-Supervised Elastic-Net

Hyper-parameter wrapper for FISTA.

Description

This is a very simple function that supplies the hyper-parameters for the Fast Iterative Soft-Threshold Algorithm (FISTA) that solves the s2net minimization problem.

Usage

s2Fista(MAX_ITER_INNER = 5000, TOL = 1e-07, t0 = 2, step = 0.1, use_warmstart = FALSE)

Arguments

MAX_ITER_INNER	Number of iterations of FISTA
TOL	The relative tolerance. The algorith stops when the objective does not improve more than TOL*the null model's objective function evaluation, after two succesive iterations.
t0	The initial stepsize for backtracking.
step	The scale factor in the stepsize to backtrack until a valid step is found.
use_warmstart	Should we use a warm beta to fit the model? This is useful to speed-up hyper-parameter searching methods.

Value

Returns an object of S3 class s2Fista with the input arguments as fields.

References

Beck, A., & Teboulle, M. (2009). A fast iterative shrinkage-thresholding algorithm for linear inverse problems. SIAM journal on imaging sciences, 2(1), 183-202. doi: 10.1137/080716542

See Also

s2Params, s2Data

s2net documentation built on July 1, 2022, 1:06 a.m.