lambda_raw_fun: Title: Grid methods to find which lambda minimize the loss

In Goodgolden/LDTM: Longitudinal Dirichlet Tree Multinomial Model

Title: Grid methods to find which lambda minimize the loss

Description

Title: Grid methods to find which lambda minimize the loss

Usage

lambda_raw_fun(grad, L, alpha, lambda.raw = 2, fac1 = 1.1, fac2 = 0.96)

Arguments

grad	the gradient descent
L	numeric Lipschitz constant, instead of choosing a constant step size L. We can use the backtracking to choose a suitable L at each iteration. Note: This is noted at C in Tao Wang and Hongyu Zhao (2017)
alpha	numeric the desired lasso parameter. In paper they used (0, 0.25, 0,5, and 1) to investigate the covariate selection. Note: In the paper they noted this as Gamma
lambda.raw	numeric the intial lambda value
fac2

Value

This function will return the the lambda that minimizes the loss function

Goodgolden/LDTM documentation built on May 25, 2022, 5:25 p.m.