`shrinkage.StoppingCriterion`

Shrinkage for Python · python · 0.2.0

StoppingCriterion(
    kind: typing.Literal["duality_gap", "kkt_violation", "proximal_gradient_mapping"],
    absolute: float,
    relative: float = 0.0
)

A convergence check with tolerances in its own units.

Gaussian lasso supports duality_gap and kkt_violation. HybridCoordinateDescent and proximal gradient support only proximal_gradient_mapping. KKT and mapping tolerances must be finite and strictly positive and use no relative component. Gap tolerances must be finite and nonnegative, with at least one positive component. Compatibility is checked when fitting.

`kind`

Source: packages/python/src/shrinkage/_common.py

kind: typing.Literal["duality_gap", "kkt_violation", "proximal_gradient_mapping"]

`absolute`

Source: packages/python/src/shrinkage/_common.py

absolute: float

`relative`

Source: packages/python/src/shrinkage/_common.py

relative: float = 0.0

`duality_gap`

Source: packages/python/src/shrinkage/_common.py

duality_gap(
    relative: float = 1e-6,
    *,
    absolute: float = 0.0
) -> shrinkage.StoppingCriterion

Require gap <= absolute + relative * fixed null-model loss.

`kkt_violation`

Source: packages/python/src/shrinkage/_common.py

kkt_violation(absolute: float = 1e-6) -> shrinkage.StoppingCriterion

Require the largest absolute KKT violation <= absolute.

`proximal_gradient_mapping`

Source: packages/python/src/shrinkage/_common.py

proximal_gradient_mapping(absolute: float = 1e-6) -> shrinkage.StoppingCriterion

Bound the full mapping and the free-intercept derivative.