shrinkage.HybridStep
Shrinkage for Python · python · 0.2.0
Curvature policy for hybrid proximal-gradient transitions.
Use backtracking or fixed_bound. A fixed bound uses the design's Frobenius bound. Backtracking doubles curvature after rejected trials. Logistic outer step halvings have a separate budget on HybridCoordinateDescent.
kind
Source: packages/python/src/shrinkage/solver.py
: initial_curvature
Source: packages/python/src/shrinkage/solver.py
: | None = Nonemax_backtracks
Source: packages/python/src/shrinkage/solver.py
: = 100backtracking
Source: packages/python/src/shrinkage/solver.py
-> Use a positive seed or the largest averaged column curvature.
fixed_bound
Source: packages/python/src/shrinkage/solver.py
-> Use a computed global curvature bound without a spectral estimate.
