casl_lenet_screen: Apply coordinate descent screening rules.

Description Usage Arguments Value Author(s) References

View source: R/casl.R

Description

Apply coordinate descent screening rules.

Usage

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casl_lenet_screen(X, y, lambda, b = matrix(0, nrow = ncol(X), ncol =
  length(lambda)), maxit = 10000L)

Arguments

X

A numeric data matrix.

y

Response vector.

lambda

The penalty term.

b

A matrix of warm start coefficients for the algorithm.

maxit

Integer maximum number of iterations.

Value

Named list of parameters for use in the lenet algorithm.

Author(s)

Taylor Arnold, Michael Kane, Bryan Lewis.

References

Taylor Arnold, Michael Kane, and Bryan Lewis. A Computational Approach to Statistical Learning. Chapman & Hall/CRC Texts in Statistical Science, 2019.


BillyTian/bis557 documentation built on Dec. 19, 2020, 7:30 a.m.