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Copy file name to clipboardExpand all lines: src/ccf.jl
+4-4Lines changed: 4 additions & 4 deletions
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@@ -19,7 +19,7 @@ Perform signed gradient descent for clipped convex functions for a given regress
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# Arguments
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- `setting::RegressionSetting`: RegressionSetting object with a formula and dataset.
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- `starting_lambdas::Array{Float64,1}`: Starting values of weighting parameters used by signed gradient descent.
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- `starting_lambdas::Vector{Float64}`: Starting values of weighting parameters used by signed gradient descent.
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- `alpha::Float64`: Loss at which a point is labeled as an outlier (points with loss ≥ alpha will be called outliers).
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- `max_iter::Int64`: Maximum number of iterations to run signed gradient descent.
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- `beta::Float64`: Step size parameter.
@@ -81,7 +81,7 @@ Perform signed gradient descent for clipped convex functions for a given regress
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# Arguments
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- `X::Matrix{Float64}`: Design matrix of the linear model.
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- `y::Vector{Float64}`: Response vector of the linear model.
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- `starting_lambdas::Array{Float64,1}`: Starting values of weighting parameters used by signed gradient descent.
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- `starting_lambdas::Vector{Float64}`: Starting values of weighting parameters used by signed gradient descent.
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- `alpha::Float64`: Loss at which a point is labeled as an outlier. If unspecified, will be chosen as p*mean(residuals.^2), where residuals are OLS residuals.
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- `p::Float64`: Points that have squared OLS residual greater than p times the mean squared OLS residual are considered outliers.
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- `max_iter::Int64`: Maximum number of iterations to run signed gradient descent.
@@ -100,8 +100,8 @@ Barratt, S., Angeris, G. & Boyd, S. Minimizing a sum of clipped convex functions
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