Options used to configure the fitting of the Low-rank Hawkes process. More...

Detailed Description

Options used to configure the fitting of the Low-rank Hawkes process.

Definition at line 115 of file LowRankHawkesProcess.h.

Member Data Documentation

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

Regularization coefficients value.

Definition at line 120 of file LowRankHawkesProcess.h.

double LowRankHawkesProcess::OPTION::ini_learning_rate

Initial learning rate of gradient descend.

Definition at line 124 of file LowRankHawkesProcess.h.

unsigned LowRankHawkesProcess::OPTION::ini_max_iter

Maximum number of iterations.

Definition at line 140 of file LowRankHawkesProcess.h.

double LowRankHawkesProcess::OPTION::rho

Coefficient to enforce the low-rank constraint.

Definition at line 128 of file LowRankHawkesProcess.h.

double LowRankHawkesProcess::OPTION::ub_nuclear_alpha

Upper bound estimation of the nuclear norm of the excitation matrix

Definition at line 136 of file LowRankHawkesProcess.h.

double LowRankHawkesProcess::OPTION::ub_nuclear_lambda0

Upper bound estimation of the nuclear norm of the base intensity matrix

Definition at line 132 of file LowRankHawkesProcess.h.

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

/Users/nandu/Development/MultiVariatePointProcess/include/LowRankHawkesProcess.h