sgl.standard.config: Standard algorithm configuration

In sglOptim: Sparse group lasso generic optimizer

Description

sgl.standard.config <- sgl.algorithm.config()

Usage

sgl.standard.config

Format

List of 14
 $ tolerance_penalized_main_equation_loop      : num 1e-10
 $ tolerance_penalized_inner_loop_alpha        : num 1e-04
 $ tolerance_penalized_inner_loop_beta         : num 1
 $ tolerance_penalized_middel_loop_alpha       : num 0.01
 $ tolerance_penalized_outer_loop_alpha        : num 0.01
 $ tolerance_penalized_outer_loop_beta         : num 0
 $ tolerance_penalized_outer_loop_gamma        : num 1e-05
 $ use_bound_optimization                      : logi TRUE
 $ use_stepsize_optimization_in_penalizeed_loop: logi TRUE
 $ stepsize_opt_penalized_initial_t            : num 1
 $ stepsize_opt_penalized_a                    : num 0.1
 $ stepsize_opt_penalized_b                    : num 0.1
 $ inner_loop_convergence_limit                : int 10000
 $ verbose                                     : logi TRUE

Author(s)

Martin Vicnet

sglOptim documentation built on May 2, 2019, 5:55 p.m.