Man pages for krisrs1128/gflasso
Perform graph structured multitask regression, according to Chen, et. al.

accgradNesterov's Accelerated Gradient Descent
get_alpha_optGet Optimal Alpha S(C * W' / mu) where S projects into the...
get_B_nextGet next value of B in gradient descent
get_grad_fCalculate the gradient for one step
get_HGet H matrix giving Graph Penalization
get_LuGet automatic step-sizes
gflassoGraph Fused Lasso via Smoothed Proximal Gradient Descent
merge_proxgrad_optsMerge default proximal gradient descent options
objectiveGet the objective of the current estimates
soft_thresholdStandard soft-thresholding operator
krisrs1128/gflasso documentation built on Nov. 29, 2017, 10:24 p.m.