accgrad: Nesterov's Accelerated Gradient Descent
In krisrs1128/gflasso: Perform graph structured multitask regression, according to Chen, et al.
accgrad R Documentation
Nesterov's Accelerated Gradient Descent
Description
Nesterov's Accelerated Gradient Descent
Usage
accgrad(X, Y, C, opts)
Arguments
X
The data matrix.
Y
The matrix of regression responses.
opts
A list of gradient descent tuning parameters,
$iter_max: The maximum number of iterations.
$mu: The smoothing parameter
$lambda: The l1 regularization parameter
$delta_conv: The convergence criterion for delta
H
The matrix H defined in the reference.
Value
A list containing the following elements
$B The final estimates of the multitask regression coefficients
$obj The objective function across gradient descent iterations
krisrs1128/gflasso documentation built on Nov. 11, 2023, 4:24 a.m.
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| accgrad | R Documentation |
Nesterov's Accelerated Gradient Descent
Description
Nesterov's Accelerated Gradient Descent
Usage
accgrad(X, Y, C, opts)
Arguments
X |
The data matrix. |
Y |
The matrix of regression responses. |
opts |
A list of gradient descent tuning parameters, |
H |
The matrix H defined in the reference. |
Value
A list containing the following elements
$B The final estimates of the multitask regression coefficients
$obj The objective function across gradient descent iterations
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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