set.control.airwls {sgdGMF} | R Documentation |
Check and set the control parameters for the AIRWLS algorithm
Description
Check if the input control parameters of the AIRWLS algorithm are allowed and set them to default values if they are not. Returns a list of well-defined control parameters.
Usage
set.control.airwls(
normalize = TRUE,
maxiter = 100,
nstep = 1,
stepsize = 0.1,
eps = 1e-08,
nafill = 1,
tol = 1e-05,
damping = 0.001,
verbose = FALSE,
frequency = 10,
parallel = FALSE,
nthreads = 1
)
Arguments
normalize |
if |
maxiter |
maximum number of iterations |
nstep |
number of IRWLS steps in each inner loop of AIRWLS |
stepsize |
step-size parameter scaling each IRWLS step |
eps |
how much shrinkage has to be introduced on extreme predictions lying outside of the data range |
nafill |
how frequently the |
tol |
tolerance threshold for the stopping criterion |
damping |
regularization parameter which is added to the diagonal of the Hessian to ensure numerical stability |
verbose |
if |
frequency |
how often the optimization status is printed (only if |
parallel |
if |
nthreads |
number of cores to be used in parallel (only if |
Value
A list
of control parameters for the AIRWLS algorithm
Examples
library(sgdGMF)
# Empty call
set.control.airwls()
# Parametrized call
set.control.airwls(maxiter = 100, nstep = 5, stepsize = 0.3)