OptimizerAGBM: Nesterovs momentum

OptimizerAGBMR Documentation

Nesterovs momentum

Description

This class defines a new object to conduct Nesterovs momentum in function space.

Arguments

ncores

(integer(1))
Number of cores over which the base learner fitting is distributed.

momentum

(numeric(1))
Momentum term used to accelerate the fitting process. If chosen large, the algorithm trains faster but also tends to overfit faster.

Format

S4 object.

Usage

OptimizerAGBM$new(momentum)
OptimizerAGBM$new(momentum, ncores)

Fields

This class doesn't contain public fields.

Methods

  • ⁠$getOptimizerType()⁠: ⁠() -> character(1)⁠

  • ⁠$getStepSize()⁠: ⁠() -> numeric()⁠

  • ⁠$getMomentumParameter()⁠: ⁠() -> numeric(1)⁠

  • ⁠$getSelectedMomentumBaselearner()⁠: ⁠() -> character()⁠

  • ⁠$getParameterMatrix()⁠: ⁠() -> list(matrix()⁠

  • ⁠$getErrorCorrectedPseudoResiduals()⁠: ⁠() -> matrix()⁠

Examples


optimizer = OptimizerAGBM$new(0.1)


schalkdaniel/compboost documentation built on April 15, 2023, 9:03 p.m.