Use Coordinate Descent to Solve Elastic Net Problems

Source: R/control_options.R

Use Coordinate Descent to Solve Elastic Net Problems

en_cd_options(max_it = 1000, reset_it = 8)

Arguments

max_it

maximum number of iterations.

reset_it

number of iterations after which the residuals are re-computed from scratch, to prevent numerical drifts from incremental updates.

See also

Other EN algorithms: en_admm_options(), en_dal_options(), en_lars_options()