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Solver options

Source: R/control.R
trop_control.Rd

trop_control() sets the options of the weighted low-rank solver in C. The estimate, the cross-validation, and the bootstrap all use this solver.

Usage

trop_control(
  max_iter = 100L,
  max_inner = 10L,
  tol = 1e-06,
  threads = trop_threads(),
  warm = TRUE,
  solver = c("prox", "block"),
  throttle = FALSE
)

Arguments

max_iter

The maximum number of outer iterations. With solver = "block", each outer iteration is one sweep of the blocks. With solver = "prox", the maximum number of proximal steps is max_iter * max_inner.

max_inner

The number of proximal steps in each outer iteration. Each step is a step of FISTA, an accelerated proximal gradient method.

tol

The convergence tolerance. The solver stops when the largest absolute change of the iterates between two steps is less than tol.

threads

The number of 'OpenMP' threads. The default comes from trop_threads().

warm

Logical. If TRUE, the fit for a cell starts from the solution for the previous cell of the same unit. If FALSE, each fit starts from zero. Both options give the same results in the limits of tol. The number of threads does not change the results.

solver

Use "prox", the default, or "block". "prox" is an accelerated proximal gradient method on the low-rank term. At each step, it calculates the unit and time effects again, and it uses an adaptive restart. "block" is the block coordinate method of the reference implementations. Both methods find the minimum of the same convex objective. "prox" usually calculates fewer singular value decompositions.

throttle

Logical. Windows can use power throttling (EcoQoS) to make processes that run in the background for a long time slower. An R session with a long calculation can be such a process.

With FALSE, the default, each thread that runs the C code of fasttrop tells Windows not to use power throttling on it. When the C code stops, Windows controls the thread again. With TRUE, Windows uses its usual policy. On other operating systems, this option has no effect.

Value

A list of class trop_control.

Examples

trop_control(tol = 1e-8, threads = 2)
#> $max_iter
#> [1] 100
#> 
#> $max_inner
#> [1] 10
#> 
#> $tol
#> [1] 1e-08
#> 
#> $threads
#> [1] 2
#> 
#> $warm
#> [1] 1
#> 
#> $solver
#> [1] 0
#> 
#> $throttle
#> [1] 0
#> 
#> attr(,"class")
#> [1] "trop_control"