LHWPR Solver Controls — lhwpr

Construct the numerical controls passed to lhwpr() and tune.lhwpr().

Usage

lhwpr_control(
  solver = c("auto", "naive", "covariance"),
  screening = c("strong", "none"),
  tol = 1e-07,
  kkt_tol = 1e-07,
  max_iter = 100000L,
  irls_tol = 1e-07,
  irls_max_iter = 100L,
  max_active = NULL,
  early_stop = FALSE,
  ridge_path_tol = 1e-06,
  n_threads = 1L,
  trace = FALSE
)

Arguments

solver: Automatic, residual-updating, or Gaussian covariance-updating coordinate descent.
screening: Sequential strong screening with full KKT repair, or no screening.
tol: Coordinate-descent tolerance.
kkt_tol: Full KKT or stationarity tolerance.
max_iter: Maximum coordinate sweeps per weighted least-squares solve.
irls_tol: Binomial outer-loop tolerance.
irls_max_iter: Maximum binomial outer iterations.
max_active: Optional maximum active-set size.
early_stop: Reserved for a later globally synchronized path solver. It must remain FALSE in this release.
ridge_path_tol: Tolerance defining the ridge path's upper scale.
n_threads: Number of focal-location threads.
trace: Whether numerical tracing is requested.

Value

A validated object of class "lhwpr_control".