OWL-QN for optimising loss_smooth
Cpp implementation
Usage
owlqn_c(alpha, dc, lambda1 = 0, max_iterations = 300, ..., invisible = TRUE)
Arguments
- alpha
linear model to optimise
- dc
DataContainer containing the data and parameters
- lambda1
L1 coefficient (default: 0)
- max_iterations
number of OWL-QN iterations (default: 300)
- ...
other parameters to OWL-QN
- invisible
no terminal output (default: TRUE)