Multivariate Point Process Package
0.1
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This is the complete list of members for Optimizer, including all inherited members.
Optimizer(IProcess *process) | Optimizer | inline |
PLBFGS(const double &LB, const double &UB) | Optimizer | |
ProximalFrankWolfe(const double &gamma0, const double &lambda, const double &rho, const double &ub_alpha, const unsigned &ini_max_iter, const Eigen::VectorXd &trueparameters) | Optimizer | |
ProximalFrankWolfe(const double &gamma0, const double &lambda, const double &rho, const double &ub_alpha, const unsigned &ini_max_iter) | Optimizer | |
ProximalFrankWolfeForLowRankHawkes(const double &gamma0, const double &lambda0, const double &lambda, const double &ub_lambda0, const double &ub_alpha, const double &rho, const unsigned &ini_max_iter, const unsigned &num_rows, const unsigned &num_cols, const Eigen::MatrixXd &TrueLambda0, const Eigen::MatrixXd &TrueAlpha) | Optimizer | |
ProximalFrankWolfeForLowRankHawkes(const double &gamma0, const double &lambda0, const double &lambda, const double &ub_lambda0, const double &ub_alpha, const double &rho, const unsigned &ini_max_iter, const unsigned &num_rows, const unsigned &num_cols) | Optimizer | |
ProximalGroupLasso(const double &gamma0, const double &lambda, const unsigned &ini_max_iter, const unsigned &group_size) | Optimizer | |
ProximalGroupLassoForHawkes(const double &gamma0, const double &lambda, const unsigned &ini_max_iter, const unsigned &group_size) | Optimizer | |
ProximalNuclear(const double &lambda, const double &rho, const unsigned &ini_max_iter, const Eigen::VectorXd &trueparameters) | Optimizer | |
SGD(const double &gamma0, const unsigned &ini_max_iter, const std::vector< Sequence > &data) | Optimizer |