s2Fista {s2net}

Hyper-parameter wrapper for FISTA.

Description

This is a very simple function that supplies the hyper-parameters for the Fast Iterative Soft-Threshold Algorithm (FISTA) that solves the s2net minimization problem.

Usage

s2Fista(MAX_ITER_INNER = 5000, TOL = 1e-07, t0 = 2, step = 0.1, use_warmstart = FALSE)

Arguments

MAX_ITER_INNER

Number of iterations of FISTA

TOL

The relative tolerance. The algorith stops when the objective does not improve more than TOL*the null model's objective function evaluation, after two succesive iterations.

t0

The initial stepsize for backtracking.

step

The scale factor in the stepsize to backtrack until a valid step is found.

use_warmstart

Should we use a warm beta to fit the model? This is useful to speed-up hyper-parameter searching methods.

Value

Returns an object of S3 class s2Fista with the input arguments as fields.

References

Beck, A., & Teboulle, M. (2009). A fast iterative shrinkage-thresholding algorithm for linear inverse problems. SIAM journal on imaging sciences, 2(1), 183-202. doi:10.1137/080716542

See Also

s2Params, s2Data