View source: R/flash_backfit.R
flash_backfit | R Documentation |
Backfits existing flash factor/loadings pairs. Whereas a "greedy" fit optimizes
each newly added factor/loadings pair in one go without returning to optimize
previously added pairs, a "backfit" updates all existing pairs in a cyclical
fashion. See flash
for examples of usage.
flash_backfit(
flash,
kset = NULL,
extrapolate = TRUE,
warmstart = TRUE,
maxiter = 500,
tol = NULL,
verbose = NULL
)
flash |
A |
kset |
A vector of integers specifying which factors to backfit.
If |
extrapolate |
Whether to use an extrapolation technique
inspired by Ang and Gillis (2019) to accelerate the fitting process.
Control parameters are handled via global options and can be set by
calling |
warmstart |
Whether to use "warmstarts" when solving the EBNM
subproblems by initializing solutions at the previous value of the fitted
prior |
maxiter |
The maximum number of backfitting iterations. An "iteration"
is defined such that all factors in |
tol |
The convergence tolerance parameter. After each update, the fit
is compared to the fit from before the update using a convergence
criterion function (by default, the difference in ELBO, but the criterion
can be changed via |
verbose |
When and how to display progress updates. Set to
|
The flash
object from argument flash
, backfitted
as specified.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.