Control parameters for proximal gradient descent
1 2 3 | optim_prox_control(tol_type = c("par", "fval"), step_size = 1,
accelerate = F, line_search = T, ls_beta = 0.75, ls_eps = 1e-10,
ls_maxit = 50, maxit = 1000, eps = 1e-06)
|
tol_type |
the type of tolerance checking. |
step_size |
initial step size. |
accelerate |
a boolean to turn on acceleration. |
line_search |
a boolean to turn on line search - it is NOT recommended to turn this off. |
ls_beta |
by how much should the step-size increase or decrease in each line search iteration? |
ls_eps |
you can miss the line search check by this much. |
ls_maxit |
the maximum number of line search iterations. |
maxit |
the maximum number of iterations. |
eps |
the maximum value of the tolerance before declaring convergence. |
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