skglm.solvers.MultiTaskBCD

class skglm.solvers.MultiTaskBCD(max_iter=100, max_epochs=50000, p0=10, tol=1e-06, use_acc=True, ws_strategy='subdiff', fit_intercept=True, warm_start=False, verbose=0)

Block coordinate descent solver for multi-task problems.

__init__(max_iter=100, max_epochs=50000, p0=10, tol=1e-06, use_acc=True, ws_strategy='subdiff', fit_intercept=True, warm_start=False, verbose=0)

Methods

__init__([max_iter, max_epochs, p0, tol, ...])
custom_checks(X, y, datafit, penalty)	Ensure the solver is suited for the datafit + penalty problem.
path(X, Y, datafit, penalty, alphas[, ...])
solve(X, y, datafit, penalty[, w_init, ...])	Solve the optimization problem after validating its compatibility.