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slope 0.29.0
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An implementation of the coordinate descent step in the hybrid algorithm for solving SLOPE. More...
#include "../clusters.h"
#include "../math.h"
#include "slope_threshold.h"
#include <Eigen/Core>
#include <iostream>
#include <vector>
Go to the source code of this file.
Namespaces | |
namespace | slope |
Namespace containing SLOPE regression implementation. | |
Functions | |
template<typename T > | |
std::pair< double, double > | slope::computeGradientAndHessian (const T &x, const int k, const Eigen::VectorXd &w, const Eigen::VectorXd &residual, const Eigen::VectorXd &x_centers, const Eigen::VectorXd &x_scales, const double s, const JitNormalization jit_normalization, const int n) |
std::pair< double, double > | slope::computeClusterGradientAndHessian (const Eigen::MatrixXd &x, const int j, const std::vector< int > &s, const Clusters &clusters, const Eigen::VectorXd &w, const Eigen::VectorXd &residual, const Eigen::VectorXd &x_centers, const Eigen::VectorXd &x_scales, const JitNormalization jit_normalization) |
std::pair< double, double > | slope::computeClusterGradientAndHessian (const Eigen::SparseMatrix< double > &x, const int j, const std::vector< int > &s, const Clusters &clusters, const Eigen::VectorXd &w, const Eigen::VectorXd &residual, const Eigen::VectorXd &x_centers, const Eigen::VectorXd &x_scales, const JitNormalization jit_normalization) |
template<typename T > | |
void | slope::coordinateDescent (Eigen::VectorXd &beta0, Eigen::VectorXd &beta, Eigen::VectorXd &residual, Clusters &clusters, const Eigen::ArrayXd &lambda, const T &x, const Eigen::VectorXd &w, const Eigen::VectorXd &x_centers, const Eigen::VectorXd &x_scales, const bool intercept, const JitNormalization jit_normalization, const bool update_clusters) |
An implementation of the coordinate descent step in the hybrid algorithm for solving SLOPE.
Definition in file hybrid_cd.h.