OWL-QN for optimising loss_smooth R implementation
Usage
owlqn_r(
alpha,
X,
Y,
epsilon,
beta,
lambda1 = 0,
lambda2 = 0,
weight = NULL,
max_iterations = 300,
...,
invisible = TRUE
)Arguments
- alpha
linear model to optimise
- X
data matrix
- Y
response vector
- epsilon
error tolerance
- beta
sigmoid steepness
- lambda1
L1 coefficient (default: 0)
- lambda2
L1 coefficient(default: 0)
- weight
weight vector (default: NULL)
- max_iterations
number of OWL-QN iterations (default: 300)
- ...
other parameters to OWL-QN
- invisible
no terminal output (default: TRUE)