sgdGMF (version 1.0)

set.control.alg: Check and set the control parameters for the select optimization algorithm

Description

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

Usage

set.control.alg(
  method = c("airwls", "newton", "sgd"),
  sampling = c("block", "coord", "rnd-block"),
  control = list()
)

Value

A list of control parameters for the selected estimation algorithm

Arguments

method

optimization method to use

sampling

sub-sampling method to use

control

list of algorithm-specific control parameters

Details

It is not necessary to provide a complete list of control parameters, one can just specify a list containing the parameters he/she needs to change from the default values. Wrongly specified parameters are ignored or set to default values. For a detailed description of all the algorithm-specific control parameters, please refer to set.control.airwls (method="airwls"), set.control.newton (method="newton"), set.control.block.sgd (method="sgd", sampling="block"). set.control.coord.sgd (method="sgd", sampling="coord"),

See Also

set.control.init, set.control.cv, sgdgmf.fit

Examples

library(sgdGMF)

# Empty call
set.control.alg()

# Parametrized call
set.control.alg(method = "airwls", control = list(maxiter = 200, stepsize = 0.3))