def estimate_beta(X, Y, params):
    objective = create_objective_function_vec(X, Y, params["graph"], params["delta"])
    gradient = create_gradient_function_vec(X, Y, params["graph"], params["delta"])
    sparse_projector = create_group_sparsity_projector(params["soft_thresh"])

    (res, mu) = cvm.monotone_fista_support(objective, gradient, X[4] * 0.0, params["mu"],
                                           params["mu_min"], params["iterations"], sparse_projector)
    return res
コード例 #2
0
def estimate_beta(X, Y, params):
    objective = create_objective_function_vec(X, Y, params["graph"], params["delta"])
    gradient = create_gradient_function_vec(X, Y, params["graph"], params["delta"])
    sparse_projector = create_group_sparsity_projector(params["soft_thresh"])

    (res, mu) = cvm.monotone_fista_support(
        objective,
        gradient,
        X[4]
        * 0.0,  # Pourquoi 4 ? est-ce une valeur arbitraire, pour avoir la forme (shape) ?
        params["mu"],
        params["mu_min"],
        params["iterations"],
        sparse_projector,
    )
    return res