owlqn_c: OWL-QN for optimising loss_smooth Cpp implementation

In edahelsinki/slise: Sparse Linear Subset Explanations

OWL-QN for optimising loss_smooth Cpp implementation

Description

OWL-QN for optimising loss_smooth Cpp implementation

Usage

owlqn_c(alpha, dc, lambda1 = 0, max_iterations = 300, ..., invisible = TRUE)

Arguments

alpha	linear model to optimise
dc	DataContainer containing the data and parameters
lambda1	L1 coefficient (default: 0)
max_iterations	number of OWL-QN iterations (default: 300)
...	other parameters to OWL-QN
invisible	no terminal output (default: TRUE)

Value

lbfgs object

edahelsinki/slise documentation built on Aug. 24, 2023, 11:03 p.m.