set.control.airwls: Check and set the control parameters for the AIRWLS algorithm

In sgdGMF: Estimation of Generalized Matrix Factorization Models via Stochastic Gradient Descent

Check and set the control parameters for the AIRWLS algorithm

Description

Check if the input control parameters of the AIRWLS algorithm are allowed and set them to default values if they are not. Returns a list of well-defined control parameters.

Usage

set.control.airwls(
  normalize = TRUE,
  maxiter = 100,
  nstep = 1,
  stepsize = 0.1,
  eps = 1e-08,
  nafill = 1,
  tol = 1e-05,
  damping = 0.001,
  verbose = FALSE,
  frequency = 10,
  parallel = FALSE,
  nthreads = 1
)

Arguments

normalize	if TRUE, normalize U and V to uncorrelated Gaussian U and upper triangular V with positive diagonal
maxiter	maximum number of iterations
nstep	number of IRWLS steps in each inner loop of AIRWLS
stepsize	step-size parameter scaling each IRWLS step
eps	how much shrinkage has to be introduced on extreme predictions lying outside of the data range
nafill	how frequently the NA values are filled, by default NA values are filled at each iteration of the algorithm
tol	tolerance threshold for the stopping criterion
damping	regularization parameter which is added to the diagonal of the Hessian to ensure numerical stability
verbose	if TRUE, print the optimization status (default TRUE)
frequency	how often the optimization status is printed (only if verbose=TRUE)
parallel	if TRUE, allows for parallel computing using the C++ library OpenMP
nthreads	number of cores to be used in parallel (only if parallel=TRUE)

Value

A list of control parameters for the AIRWLS algorithm

Examples

library(sgdGMF)

# Empty call
set.control.airwls()

# Parametrized call
set.control.airwls(maxiter = 100, nstep = 5, stepsize = 0.3)

sgdGMF documentation built on April 3, 2025, 7:37 p.m.