objective

Return the objective function of the data and the fitted parameters for nuclear
penalized multinomial regression. The objective is the sum of the negative
log-likelihood and the product of the regularization parameter and nuclear norm
of the fitted regression coefficient matrix. Intended for internal use only.

Fit multinomial logistic regression with a penalty on the nuclear
norm of the estimated regression coefficient matrix, using proximal
gradient descent.

Scott Powers

npmr

Nuclear Penalized Multinomial Regression

objective function

<dl> <dt>B</dt>
<dd>fitted regression coefficient matrix</dd> <dt>b</dt>
<dd>fitted regression intercept vector</dd> <dt>X</dt>
<dd>covariate matrix</dd> <dt>Y</dt>
<dd>multinomial response matrix</dd> <dt>lambda</dt>
<dd>regularization parameter (maybe be a vector of values)</dd></dl>

Arguments

Scott Powers, Trevor Hastie, Rob Tibshirani

Author

NPMR objective function — objective

<dl>

 <dt>B</dt>
<dd>fitted regression coefficient matrix</dd>

 <dt>b</dt>
<dd>fitted regression intercept vector</dd>

 <dt>X</dt>
<dd>covariate matrix</dd>

 <dt>Y</dt>
<dd>multinomial response matrix</dd>

 <dt>lambda</dt>
<dd>regularization parameter (maybe be a vector of values)</dd>

</dl>

objective: NPMR objective function

Description

Usage

Value

Arguments

Author

References

See Also