skglm.solvers.FISTA

class skglm.solvers.FISTA(max_iter=100, tol=0.0001, opt_strategy='subdiff', verbose=0)

ISTA solver with Nesterov acceleration (FISTA).

References

[1]

Beck, A. and Teboulle M. “A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse problems”, 2009, SIAM J. Imaging Sci. https://epubs.siam.org/doi/10.1137/080716542

Attributes:

max_iterint, default 100

Maximum number of iterations.

tolfloat, default 1e-4

Tolerance for convergence.

verbosebool, default False

Amount of verbosity. 0/False is silent.

__init__(max_iter=100, tol=0.0001, opt_strategy='subdiff', verbose=0)

Methods

__init__([max_iter, tol, opt_strategy, verbose])
solve(X, y, datafit, penalty[, w_init, Xw_init])	Solve an optimization problem.