Class "Optimizer"
p
GLM
object
w
coefficient matrix
w_prev
coefficient matrix of last iteration
g
gradient matrix
g_prev
gradient matrix of last iteration
f
objective function value
f_prev
objective function value of last iteration
d
direction coefficient matrix
direction
direction methods; character c("gradient", "newton", "stochastic gradient")
stepsize
stepsize methods; character c("wolfe", "backtrack")
maxiter
maximum iteration; default = 100
iter
iteration number
wtol
coefficient criteria for stop iteration
gtol
gradient tolerance
ftol
function value tolerance
t
stepsize
xin zhou xxz220@miami.edu
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