HawkesGeneralKernel::OPTION Struct Reference

Options used to configure the fitting of the general Hawkes Process with customized triggering kernels. More...

#include <HawkesGeneralKernel.h>

Public Attributes
OptMethod	method
Regularizer	base_intensity_regularizer
Regularizer	excitation_regularizer
std::map< RegCoef, double >	coefficients

Detailed Description

Options used to configure the fitting of the general Hawkes Process with customized triggering kernels.

Definition at line 138 of file HawkesGeneralKernel.h.

Member Data Documentation

Regularizer HawkesGeneralKernel::OPTION::base_intensity_regularizer

Type of regularization used for \(\|\boldsymbol{\lambda}_0\|\)

Definition at line 147 of file HawkesGeneralKernel.h.

std::map<RegCoef, double> HawkesGeneralKernel::OPTION::coefficients

Regularization coefficients value.

Definition at line 155 of file HawkesGeneralKernel.h.

Regularizer HawkesGeneralKernel::OPTION::excitation_regularizer

Type of regularization used for \(\|\mathbf{A}\|\)

Definition at line 151 of file HawkesGeneralKernel.h.

OptMethod HawkesGeneralKernel::OPTION::method

Optimization method, which can be SGD or PLBFGS.

Definition at line 143 of file HawkesGeneralKernel.h.

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The documentation for this struct was generated from the following file:

• /Users/nandu/Development/MultiVariatePointProcess/include/HawkesGeneralKernel.h