Multivariate Point Process Package
0.1
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Options used to configure the fitting of the general Hawkes Process with learned triggering kernels. More...
#include <HawkesLearningTriggeringKernel.h>
Public Attributes | |
Regularizer | base_intensity_regularizer |
Regularizer | excitation_regularizer |
std::map< RegCoef, double > | coefficients |
Options used to configure the fitting of the general Hawkes Process with learned triggering kernels.
Definition at line 71 of file HawkesLearningTriggeringKernel.h.
Regularizer HawkesLearningTriggeringKernel::OPTION::base_intensity_regularizer |
Type of regularization used for \(\|\boldsymbol{\lambda}_0\|\)
Definition at line 76 of file HawkesLearningTriggeringKernel.h.
std::map<RegCoef, double> HawkesLearningTriggeringKernel::OPTION::coefficients |
Regularization coefficients value.
Definition at line 84 of file HawkesLearningTriggeringKernel.h.
Regularizer HawkesLearningTriggeringKernel::OPTION::excitation_regularizer |
Type of regularization used for learning the triggering kernel
Definition at line 80 of file HawkesLearningTriggeringKernel.h.