en_dal_options {pense} | R Documentation |
Use the DAL Elastic Net Algorithm
Description
Use the DAL Elastic Net Algorithm
Usage
en_dal_options(
max_it = 100,
max_inner_it = 100,
eta_multiplier = 2,
eta_start_conservative = 0.01,
eta_start_aggressive = 1,
lambda_relchange_aggressive = 0.25
)
Arguments
max_it |
maximum number of (outer) iterations. |
max_inner_it |
maximum number of (inner) iterations in each outer iteration. |
eta_multiplier |
multiplier for the barrier parameter. In each iteration, the barrier must be more restrictive (i.e., the multiplier must be > 1). |
eta_start_conservative |
conservative initial barrier parameter. This is used if the previous penalty is undefined or too far away. |
eta_start_aggressive |
aggressive initial barrier parameter. This is used if the previous penalty is close. |
lambda_relchange_aggressive |
how close must the lambda parameter from the previous penalty term be to use an aggressive initial barrier parameter (i.e., what constitutes "too far"). |
Value
options for the DAL EN algorithm.
See Also
Other EN algorithms:
en_admm_options()
,
en_cd_options()
,
en_lars_options()
[Package pense version 2.2.2 Index]