sgl.algorithm.config: Create a new algorithm configuration
In SglOptimizer: Sparse group lasso optimizer

Description Usage Arguments Value Author(s) Examples

View source: R/sgl_config.R

With the exception of verbose it is not recommended to change any of the default values.

  sgl.algorithm.config(tolerance_penalized_main_equation_loop = 1e-10,
    tolerance_penalized_inner_loop_alpha = 1e-04,
    tolerance_penalized_inner_loop_beta = 1,
    tolerance_penalized_middel_loop_alpha = 0.01,
    tolerance_penalized_outer_loop_alpha = 0.01,
    tolerance_penalized_outer_loop_beta = 0,
    tolerance_penalized_outer_loop_gamma = 1e-05,
    use_bound_optimization = TRUE,
    use_stepsize_optimization_in_penalizeed_loop = TRUE,
    stepsize_opt_penalized_initial_t = 1,
    stepsize_opt_penalized_a = 0.1,
    stepsize_opt_penalized_b = 0.1, verbose = FALSE)

`tolerance_penalized_main_equation_loop`	tolerance threshold.
`tolerance_penalized_inner_loop_alpha`	tolerance threshold.
`tolerance_penalized_inner_loop_beta`	tolerance threshold.
`tolerance_penalized_middel_loop_alpha`	tolerance threshold.
`tolerance_penalized_outer_loop_alpha`	tolerance threshold.
`tolerance_penalized_outer_loop_beta`	tolerance threshold.
`tolerance_penalized_outer_loop_gamma`	tolerance threshold.
`use_bound_optimization`	if `TRUE` hessian bound check will be used.
`use_stepsize_optimization_in_penalizeed_loop`	if `TRUE` step-size optimization will be used.
`stepsize_opt_penalized_initial_t`	initial step-size.
`stepsize_opt_penalized_a`	step-size optimization parameter.
`stepsize_opt_penalized_b`	step-size optimization parameter.
`verbose`	If `TRUE` some information, regarding the status of the algorithm, will be printed in the R terminal.