Description Usage Arguments Details Value Author(s)

View source: R/sgl_subsampling.R

Subsampling procedure with support parallel computations.

1 2 3 4 5 6 | ```
sgl_subsampling(module_name, PACKAGE, data, parameterGrouping = NULL,
groupWeights = NULL, parameterWeights = NULL, alpha, lambda, d = 100,
compute_lambda = length(lambda) == 1, training = NULL, test = NULL,
responses = NULL, auto_response_names = TRUE, collapse = FALSE,
max.threads = NULL, use_parallel = FALSE,
algorithm.config = sgl.standard.config)
``` |

`module_name` |
reference to objective specific C++ routines. |

`PACKAGE` |
name of the calling package. |

`data` |
a list of data objects – will be parsed to the specified module. |

`parameterGrouping` |
grouping of parameters, a vector of length |

`groupWeights` |
the group weights, a vector of length |

`parameterWeights` |
a matrix of size |

`alpha` |
the |

`lambda` |
lambda.min relative to lambda.max (if |

`d` |
length of lambda sequence (ignored if |

`compute_lambda` |
should the lambda sequence be computed |

`training` |
a list of training samples, each item of the list corresponding to a subsample.
Each item in the list must be a vector with the indices of the training samples for the corresponding subsample.
The length of the list must equal the length of the |

`test` |
a list of test samples, each item of the list corresponding to a subsample.
Each item in the list must be vector with the indices of the test samples for the corresponding subsample.
The length of the list must equal the length of the |

`responses` |
a vector of responses to simplify and return (if NULL (deafult) no formating will be done) |

`auto_response_names` |
set response names |

`collapse` |
if |

`max.threads` |
Deprecated (will be removed in 2018),
instead use |

`use_parallel` |
If |

`algorithm.config` |
the algorithm configuration to be used. |

If no formating is done (i.e. if `responses = NULL`

)
then the `responses`

field contains a list of lists structured in the following way:

subsamples 1:

sample

`test[[1]][1]`

model (lambda) index 1

response elements

model (lambda) index 2

response elements

...

sample

`test[[1]][2]`

model (lambda) index 1

response elements

model (lambda) index 2

response elements

...

...

subsamples 2: ...

If `responses = "rname"`

with `rname`

the name of the response then a list at `responses$rname`

will be returned.
The content of the list will depend on the type of the response.

vector A list with format subsamples -> models -> matrix of dimension

*n_i \times q*containing the responses for the corresponding model and subsample (where*q*is the dimension of the response).matrix A list with format subsamples -> samples -> models - > the response matrix.

`Y.true` |
the response, that is the |

`responses` |
content will depend on the C++ response class |

`features` |
number of features used in the models |

`parameters` |
number of parameters used in the models |

`lambda` |
the lambda sequences used (a vector or list of length |

Martin Vincent

sglOptim documentation built on Oct. 21, 2018, 9:04 a.m.

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