fusion_cluster: Solve the fusion clustering problem with MCP penalization via...

Description Usage Arguments Value

Description

Solve the fusion clustering problem with MCP penalization via MM algorithm

Usage

1
fusion_cluster(X, U0, Phi, lambda, gamma, maxiter_mm, maxiter_cvx, tol, trace)

Arguments

X

the data, with the columns being units, the rows being features

U0

the initial guess of the centroid matrix U

Phi

the edge incidence matrix, defined as Phi_li = 1 if(l_1 == i); -1 if(l_2 == i); 0 otherwise

lambda, gamma

the parameters of MCP penalty function

tol

the duality gap tolerence

trace

whether save the primal and dual values of every iteration

maxiter

maximum iterations

Value

a list containing the solution U, V, and (optional) trace information


wenshuoliu/ncvxclustr documentation built on May 4, 2019, 5:21 a.m.