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Nesterovs momentum

Source: R/RcppExports.R
OptimizerAGBM.Rd

This class defines a new object to conduct Nesterovs momentum in function space.

Format

S4 object.

Arguments

ncores

(integer(1))
Number of cores over which the base learner fitting is distributed.

momentum

(numeric(1))
Momentum term used to accelerate the fitting process. If chosen large, the algorithm trains faster but also tends to overfit faster.

Usage


OptimizerAGBM$new(momentum)
OptimizerAGBM$new(momentum, ncores)

Fields

This class doesn't contain public fields.

Methods

  • $getOptimizerType(): () -> character(1)

  • $getStepSize(): () -> numeric()

  • $getMomentumParameter(): () -> numeric(1)

  • $getSelectedMomentumBaselearner(): () -> character()

  • $getParameterMatrix(): () -> list(matrix()

  • $getErrorCorrectedPseudoResiduals(): () -> matrix()

Examples


optimizer = OptimizerAGBM$new(0.1)