Shrinkage

shrinkage.HybridStep

Shrinkage for Python · python · 0.2.0

HybridStep(
    kind: typing.Literal["backtracking", "fixed_bound"],
    initial_curvature: float | None = None,
    max_backtracks: int = 100
)

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

kind: typing.Literal["backtracking", "fixed_bound"]

initial_curvature

initial_curvature: float | None = None

max_backtracks

max_backtracks: int = 100

backtracking

backtracking(
    *,
    initial_curvature: float | None = None,
    max_backtracks: int = 100
) -> shrinkage.HybridStep

Use a positive seed or the largest averaged column curvature.

fixed_bound

fixed_bound() -> shrinkage.HybridStep

Use a computed global curvature bound without a spectral estimate.