update_v_jc: Update one element of loadings V

Description Usage Arguments Value

Description

Update one element of loadings V

Usage

1
update_v_jc(obj_fun, obj_grad_v, x_j, v_jc, a_c, s_j, lambda, mu0)

Arguments

obj_fun

Version of loss given by bregman divergence between data and link to use in current updates.

obj_grad_v

Gradient of the provided loss, with respect to v.

x_j

The j^th dimension of X.

v_jc

The initial value of v_jc to start the search from.

a_c

The c^th component of A.

s_j

The s^th dimension of the matrix AV^T - a_cv_c^T.

lambda

The regularization parameter in the optimization.

mu0

The value to regularize towards.

Value

v_jc The updated version of v_jc.


krisrs1128/expPCA documentation built on May 20, 2019, 1:26 p.m.