merge_proxgrad_opts: Merge default proximal gradient descent options

View source: R/gflasso.R

merge_proxgrad_optsR Documentation

Merge default proximal gradient descent options

Usage

merge_proxgrad_opts(opts, J, K)

Arguments

opts

A potentially partially specified list of regularization and gradient descent parameters. The currently supported options are, $delta_conv How small does the change in B need to be to declare convergence? $eps A tolerance used in calculating the degree of smoothing in the proximal gradient objective. $gamma The graph regularization parameter. $iter_max What is the maximum number of iterations we should run? $lambda The l1 regularization parameter. $verbose Should the gradient descent print its progress?

Value

A modified version of opts with defaults filled in.


krisrs1128/gflasso documentation built on Nov. 11, 2023, 4:24 a.m.