R: Function to optimize the projection index

caller {cepp}

R Documentation

Function to optimize the projection index

Description

This function provides an alternative way to optimize the projection index, by moving along a geodesic path.

Usage

caller(start, index, n, bases)

Arguments

`start`	The Starting Projection for the optimization.
`index`	The Projection Index function. Typically generated by a call to the `pp` function.
`n`	The number of new bases to try at every stage of the optimization. Needs to be an array of the same length as `bases`. Typically, you either pass a constant vector, or you use a vector with ascending entries, so that you can try more matrices as the optimization proceeds.
`bases`	The number of new bases desired. Actual number generated may be lesser if optimization stalls.

Details

This function provides an alternative way to optimize the projection index. It moves the index along geodesic paths between randomly generated nearby matrices, in hopes of uncovering peaks of the index function. By experience, one can say that it can often reveal structure missed by Simulated Annealing optimization.

Value

A list of basis matrices, of length bases or shorter (if the optimization stalls).

Author(s)

Mohit Dayal