clean_up_result

Performs multivariate nonparametric regression/classification by the method of sieves (using orthogonal basis). The method is suitable for moderate high-dimensional features (dimension < 100). The l1-penalized sieve estimator, a nonparametric generalization of Lasso, is adaptive to the feature dimension with provable theoretical guarantees. We also include a nonparametric stochastic gradient descent estimator, Sieve-SGD, for online or large scale batch problems. Details of the methods can be found in: <arXiv:2206.02994> <arXiv:2104.00846><arXiv:2310.12140>.

Tianyu Zhang

Sieve

Nonparametric Estimation by the Method of Sieves

clean_up_result function

<dl><dt>sieve.model</dt>
<dd>a sieve sgd model.</dd></dl>

Arguments

Clean up the fitted model — clean_up_result

<dl>

<dt>sieve.model</dt>
<dd>a sieve sgd model.</dd>

</dl>

clean_up_result: Clean up the fitted model

Description

Usage

Value

Arguments