Description Usage Arguments Value Author(s) See Also
Compute and prepare the sgl call arguments for the objective function
\mathrm{loss}(\mathrm{data})(β) + λ ≤ft( (1-α) ∑_{J=1}^m γ_J \|β^{(J)}\|_2 + α ∑_{i=1}^{n} ξ_i |β_i| \right)
where \mathrm{loss} is a loss/objective function. The n parameters are organized in the parameter matrix β with dimension q\times p. The vector β^{(J)} denotes the J parameter group, the dimension of β^{(J)} is denote by d_J. The dimensions d_J must be multiple of q, and β = (β^{(1)} \cdots β^{(m)}). The group weights γ \in [0,∞)^m and the parameter weights ξ \in [0,∞)^{qp}.
1 |
data |
a data object |
... |
additional parameters |
block.dim |
a vector of length m, containing the dimensions d_J of the groups (i.e. the number of parameters in the groups) |
groupWeights |
a vector of length m, containing the group weights |
parameterWeights |
a matrix of dimension q \times p, containing the parameter weights |
alpha |
the α value |
data |
the data parsed to the loss module |
group.order |
original order of the columns of β. Before sgl routines return β will be reorganized according to this order. |
Martin Vincent
prepare.args.sgldata
Other sgldata: create.sgldata
;
prepare.args.sgldata
;
rearrange.sgldata
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