partial_fit function

Partial fit stochastic model to new data

Partial fit stochastic model to new data

Runs one iteration of the stochastic optimizer on the new data passed here.

partial_fit(optimizer, X, y = NULL, weights = NULL, ...)

Arguments

  • optimizer: A stochastic optimizer from this package as output by functions oLBFGS, SQN, adaQN. Will be modified in-place.
  • X: Covariates to pass to the user-defined gradient / objective / Hessian-vector functions.
  • y: Target variable to pass to the user-defined gradient / objective / Hessian-vector functions.
  • weights: Target variable to pass to the user-defined gradient / objective / Hessian-vector functions.
  • ...: Additional arguments to pass to the user-defined gradient / objective / Hessian-vector functions.

Returns

No return value (object is modified in-place).

See Also

oLBFGS , SQN , adaQN

  • Maintainer: David Cortes
  • License: BSD_2_clause + file LICENSE
  • Last published: 2021-09-26

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