spike_and_slab_logistic_moretrees: Description

In emgthomas/moretrees_pkg: Multi-Outcome Regression with Tree-Structured Shrinkage

Description

spike_and_slab_logistic_moretrees() fits MOReTreeS models for binary data. The posterior is approximated via variational inference. This function returns the parameters of the variational approximation.

Usage

spike_and_slab_logistic_moretrees(dsgn, vi_params_init, hyperparams_init,
  random_init, random_init_vals, tol, tol_hyper, max_iter, print_freq,
  update_hyper_freq, hyper_fixed)

Arguments

dsgn	list of outputs from moretrees_design_tree()
vi_params_init, hyperparams_init, random_init, random_init_vals, tol, tol_hyper, max_iter, print_freq, update_hyper_freq, hyper_fixed	see documentation for moretrees()

Value

A named list containing the following entried:

vi_params

named list of final variational parameter estimates

hyperparams

named list of final hyperparameter estimates

hyper_fixed

named list of fixed hyperparameters

ELBO_track

numeric vector containing the values of the objective function (ELBO) at the end of every iteration

See Also

Other Internal VI functions: moretrees_init_logistic, update_hyperparams_logistic_moretrees, update_vi_params_logistic_moretrees

emgthomas/moretrees_pkg documentation built on June 20, 2020, 6:13 p.m.