sgcrf.py 文件源码

def check_descent2(self, newton_lambda, alpha, fixed, vary):

        lhs = self.l1_neg_log_likelihood(self.Lam + alpha*newton_lambda, self.Theta, fixed, vary)

        mu = np.trace(np.dot(self.grad_wrt_Lam(fixed, vary), newton_lambda)) + \
             self.lamL*self.l1_norm_off_diag(self.Lam + newton_lambda) +\
             self.lamT*np.linalg.norm(self.Theta, ord=1)

        rhs = self.neg_log_likelihood(self.Lam, self.Theta, fixed, vary) +\
              alpha * self.slack * mu
        return lhs <= rhs