casl_lenet_update_beta: Update beta vector using coordinate descent.
In Zebedial/bis557: The package created for BIS557 Homework 1
Description
Usage
Arguments
Value
Author(s)
References
Description
Update beta vector using coordinate descent.
Usage
1
casl_lenet_update_beta(X, y, lambda, alpha, b, W)
Arguments
X
A numeric data matrix.
y
Response vector.
lambda
The penalty term.
alpha
Value from 0 and 1; balance between l1/l2 penalty.
b
A vector of warm start coefficients for the algorithm.
W
A vector of sample weights.
Value
A matrix of regression vectors with ncol(X) columns
and length(lambda_vals) rows.
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.
Zebedial/bis557 documentation built on Dec. 21, 2020, 2:16 a.m.
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Description Usage Arguments Value Author(s) References
Description
Update beta vector using coordinate descent.
Usage
1 | casl_lenet_update_beta(X, y, lambda, alpha, b, W)
|
Arguments
X |
A numeric data matrix. |
y |
Response vector. |
lambda |
The penalty term. |
alpha |
Value from 0 and 1; balance between l1/l2 penalty. |
b |
A vector of warm start coefficients for the algorithm. |
W |
A vector of sample weights. |
Value
A matrix of regression vectors with ncol(X) columns and length(lambda_vals) rows.
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.
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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