mxPenalty {OpenMx} | R Documentation |
This function creates a penalty object
Description
This function creates a penalty object
Usage
mxPenalty(
what,
epsilon = 1e-05,
scale = 1,
how = imxPenaltyTypes,
smoothProportion = 0.05,
hyperparams = c(),
hpranges = list(),
name = NULL
)
Arguments
what |
A character vector of parameters to regularize |
epsilon |
how close to zero is zero? |
scale |
a given parameter is divided by |
how |
what kind of function to use |
smoothProportion |
what proportion of the region between |
hyperparams |
a character vector of hyperparameter names |
hpranges |
a named list of hyperparameter ranges. Used in search if no ranges are specified. |
name |
Name of the regularizer object |
Details
mxPenalty
expects to find an mxMatrix with
free parameters that correspond to all named hyperparameters.
Gradient descent optimizers are designed for and work best on
smooth functions. All of the regularization penalties implemented
traditionally contain discontinuities. By default, OpenMx uses
smoothed versions of these functions. Smoothing is controlled by
smoothProportion
. If smoothProportion
is zero then
the traditional discontinuous functions are used. Otherwise,
smoothProportion
of the region between epsilon
and
zero is used for smoothing.