sgdGMF (version 1.0)

set.control.airwls: Check and set the control parameters for the AIRWLS algorithm

Description

Check if the input control parameters of the AIRWLS algorithm are allowed and set them to default values if they are not. Returns a list of well-defined control parameters.

Usage

set.control.airwls(
  normalize = TRUE,
  maxiter = 100,
  nstep = 1,
  stepsize = 0.1,
  eps = 1e-08,
  nafill = 1,
  tol = 1e-05,
  damping = 0.001,
  verbose = FALSE,
  frequency = 10,
  parallel = FALSE,
  nthreads = 1
)

Value

A list of control parameters for the AIRWLS algorithm

Arguments

normalize

if TRUE, normalize U and V to uncorrelated Gaussian U and upper triangular V with positive diagonal

maxiter

maximum number of iterations

nstep

number of IRWLS steps in each inner loop of AIRWLS

stepsize

step-size parameter scaling each IRWLS step

eps

how much shrinkage has to be introduced on extreme predictions lying outside of the data range

nafill

how frequently the NA values are filled, by default NA values are filled at each iteration of the algorithm

tol

tolerance threshold for the stopping criterion

damping

regularization parameter which is added to the diagonal of the Hessian to ensure numerical stability

verbose

if TRUE, print the optimization status (default TRUE)

frequency

how often the optimization status is printed (only if verbose=TRUE)

parallel

if TRUE, allows for parallel computing using the C++ library OpenMP

nthreads

number of cores to be used in parallel (only if parallel=TRUE)

Examples

library(sgdGMF)

# Empty call
set.control.airwls()

# Parametrized call
set.control.airwls(maxiter = 100, nstep = 5, stepsize = 0.3)