generate.lambdas: generate.lambdas

In sparsebnUtils: Utilities for Learning Sparse Bayesian Networks

Description

Convenience function for creating a grid of lambdas.

Usage

generate.lambdas(
  lambda.max,
  lambdas.ratio = 0.001,
  lambdas.length = 50,
  scale = "linear"
)

Arguments

lambda.max	Maximum value of lambda; in terms of the algorithm this is the initial value of the regularization parameter in the solution path.
lambdas.ratio	Ratio between the maximum lambda value and the minimum lambda value in the solution path.
lambdas.length	Number of values to include.
scale	Which scale to use: Either "linear" or "log".

Details

See Section 5.3 of Aragam and Zhou (2015) for a discussion of regularization paths (also, solution paths).

sparsebnUtils documentation built on Jan. 27, 2021, 9:05 a.m.