Options used to configure the fitting of the standard Hawkes Process. More...

Detailed Description

Options used to configure the fitting of the standard Hawkes Process.

Definition at line 154 of file PlainHawkes.h.

Member Data Documentation

Regularizer PlainHawkes::OPTION::base_intensity_regularizer

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

Definition at line 163 of file PlainHawkes.h.

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

Regularization coefficients value.

Definition at line 171 of file PlainHawkes.h.

Regularizer PlainHawkes::OPTION::excitation_regularizer

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

Definition at line 167 of file PlainHawkes.h.

double PlainHawkes::OPTION::ini_learning_rate

Initial learning rate of gradient descend.

Definition at line 175 of file PlainHawkes.h.

unsigned PlainHawkes::OPTION::ini_max_iter

Maximum number of iterations.

Definition at line 187 of file PlainHawkes.h.

OptMethod PlainHawkes::OPTION::method

Optimization method, which can be SGD or PLBFGS.

Definition at line 159 of file PlainHawkes.h.

double PlainHawkes::OPTION::rho

Coefficient to enforce the low-rank constraint.

Definition at line 179 of file PlainHawkes.h.

double PlainHawkes::OPTION::ub_nuclear

Upper bound estimation of the nuclear norm.

Definition at line 183 of file PlainHawkes.h.

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