fd_est_asm: Estimate the Active Subspace of a Function using Finite...
In NathanWycoff/asm: Functions related to the Active Subspace Method
Description
Usage
Arguments
Value
Description
Looks between [-1, 1]
Usage
1
fd_est_asm(f, r, m, M = NULL, scale = FALSE)
Arguments
f
The function to eval
r
The max dim of the active subspace
m
The dimension of the underlying/embedding space.
scale
Scale all gradients to have norm 1?
thresh
Bound on angle between subspaces.
Value
A list with sub, the active subspace, sv, the singular values (all m of them), fs, which gives function values, gs, function grads, and X, which gives sampled locations.
NathanWycoff/asm documentation built on May 13, 2019, 11:52 p.m.
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Description Usage Arguments Value
Description
Looks between [-1, 1]
Usage
1 | fd_est_asm(f, r, m, M = NULL, scale = FALSE)
|
Arguments
f |
The function to eval |
r |
The max dim of the active subspace |
m |
The dimension of the underlying/embedding space. |
scale |
Scale all gradients to have norm 1? |
thresh |
Bound on angle between subspaces. |
Value
A list with sub, the active subspace, sv, the singular values (all m of them), fs, which gives function values, gs, function grads, and X, which gives sampled locations.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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