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)[source]#

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)[source]#

Methods

__init__([max_iter, max_epochs, p0, tol, ...])

path(X, Y, datafit, penalty, alphas[, ...])

solve(X, Y, datafit, penalty[, W_init, XW_init])

Solve an optimization problem.