| Name : R-RegressionFactory
| |
| Version : 0.7.4
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:03:32
|
| Group : Development/Libraries/Other
| Source RPM : R-RegressionFactory-0.7.4-lp153.2.13.src.rpm
|
| Size : 0.48 MB
| |
| Packager : (none)
| |
| Summary : Expander Functions for Generating Full Gradient and Hessian from Single-Slot and Multi-Slot Base Distributions
|
Description :
The expander functions rely on the mathematics developed for the
Hessian-definiteness invariance theorem for linear projection
transformations of variables, described in authors\' paper, to generate
the full, high-dimensional gradient and Hessian from the
lower-dimensional derivative objects. This greatly relieves the
computational burden of generating the regression-function derivatives,
which in turn can be fed into any optimization routine that utilizes
such derivatives. The theorem guarantees that Hessian definiteness is
preserved, meaning that reasoning about this property can be performed
in the low-dimensional space of the base distribution. This is often a
much easier task than its equivalent in the full, high-dimensional
space. Definiteness of Hessian can be useful in selecting
optimization/sampling algorithms such as Newton-Raphson optimization or
its sampling equivalent, the Stochastic Newton Sampler. Finally, in
addition to being a computational tool, the regression expansion
framework is of conceptual value by offering new opportunities to
generate novel regression problems.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
