WCC.NMBFGS: WCC.NMBFGS

Description Usage Format Details

Description

convex optimisation algorithm using a two step approach. First it uses the Nelder-Mead algorithm to find a rough estimation, which it then updates using the BFGS algorithm.

Usage

1

Format

An object of class R6ClassGenerator of length 24.

Details

We use the convention that a transformed variable is has the same variable name but mirrored: param -> marap fun -> nuf etc


frbl/OnlineSuperLearner documentation built on Feb. 9, 2020, 9:28 p.m.