fit a regularized logistic regression model (SELO penalty)
Usage
fit_logistic_selo(x, y, learning_rate = 0.05, n_epochs = 1, tau = 0.1)
Arguments
- x
predictor matrix (n x p)
- y
response matrix (n x 1)
- learning_rate
learning rate
- n_epochs
number of epoches
- tau
regularization parameter
