maxEigen

maxEigen: maximum eigenvalue wrapper for Julia TSVD package. internal package use only

Implements L0-constrained Multi-Task Learning and domain generalization algorithms. The algorithms are coded in Julia allowing for fast implementations of the coordinate descent and local combinatorial search algorithms. For more details, see a preprint of the paper: Loewinger et al., (2022) <arXiv:2212.08697>.

Gabriel Loewinger

sMTL

Sparse Multi-Task Learning

Kayhan Behdin

Giovanni Parmigiani

Rahul Mazumder

National Science Foundation Grant DMS1810829

National Science Foundation Grant DMS2113707

National Science Foundation Grant NSF-IIS1718258,

Office of Naval Research Grant ONR N000142112841

National Institute on Drug Abuse (NIH) Grant F31DA052153

maxEigen function

<dl><dt>X</dt>
<dd>A matrix.</dd>
<dt>intercept</dt>
<dd>A boolean.</dd></dl>

Arguments

maxEigen: maximum eigenvalue wrapper for Julia TSVD package. internal package use only — maxEigen

<dl>

<dt>X</dt>
<dd>A matrix.</dd>


<dt>intercept</dt>
<dd>A boolean.</dd>

</dl>

maxEigen: maximum eigenvalue wrapper for Julia TSVD package. internal package use only

maxEigen: maxEigen: maximum eigenvalue wrapper for Julia TSVD package. internal package use only

Description

Usage

Value

Arguments