fasterrisk.base_model

Classes

Module Contents

class fasterrisk.base_model.logRegModel(X, y, lambda2=1e-08, intercept=True, original_lb=-5, original_ub=5)

X

y

yX

yXT

beta0 = 0

betas

ExpyXB

intercept

lambda2

twoLambda2

Lipschitz

lbs

ubs

total_child_added = 0

warm_start_from_original_beta0_betas(original_beta0, original_betas)

warm_start_from_beta0_betas(beta0, betas)

warm_start_from_beta0_betas_ExpyXB(beta0, betas, ExpyXB)

get_beta0_betas()

get_beta0_betas_ExpyXB()

get_original_beta0_betas()

transform_coefficients_to_original_space(beta0, betas)

transform_coefficients_to_normalized_space(original_beta0, original_betas)

get_grad_at_coord(ExpyXB, betas_j, yX_j, j)

update_ExpyXB(ExpyXB, yX_j, diff_betas_j)

optimize_1step_at_coord(ExpyXB, betas, yX_j, j)

finetune_on_current_support(ExpyXB, beta0, betas, total_CD_steps=100)

compute_yXB(beta0, betas)