LSM.PGD: estimates inner product latent space model by projected gradient descent
Description
estimates inner product latent space model by projected gradient descent from the paper of Ma et al. (2020).
Usage
LSM.PGD(A, k,step.size=0.3,niter=500,trace=0)
Arguments
A
adjacency matrix
k
the dimension of the latent position
step.size
step size of gradient descent
niter
maximum number of iterations
trace
if trace > 0, the objective will be printed out after each iteration
Value
a list of
Z
latent positions
alpha
individual parameter alpha as in the paper
Phat
esitmated probability matrix
obj
the objective of the gradient method
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Details
The method is based on the gradient descent of Ma et al (2020), with initialization of the universal singular value thresholding as discussed there. The parameter identifiability constraint is the same as in the paper.
References
Z. Ma, Z. Ma, and H. Yuan. Universal latent space model fitting for large networks with edge
covariates. Journal of Machine Learning Research, 21(4):1-67, 2020.