irls.sgd: Subsampling IRLS with SGD

In jonlachmann/irls.sgd: Stochastic IRLS with SGD

Subsampling IRLS with SGD

Description

Subsampling IRLS with SGD

Usage

irls.sgd(
  x,
  y,
  family,
  irls.control = list(subs = 1, maxit = 100, tol = 1e-07, cooling = c(3, 0.9, 0.95),
    expl = c(3, 1.5, 1)),
  sgd.control = list(subs = 1, alpha = 5e-04),
  save_hist = F
)

Arguments

x	A matrix containing the covariates (including an intercept if one wants to use one)
y	The dependent variable
family	A glm family for the distribution to use, i.e. "binomial()"
irls.control	A list of control parameters for the Subsampling IRLS (see ?irls for details).
sgd.control	A list of control parameters for the SGD (see ?sgd for details, note that sgd.control$start will be overwritten).

jonlachmann/irls.sgd documentation built on March 11, 2023, 7:42 a.m.