Automatically produce regularization matrices for simlr

regularizeSimlr(x, knn, fraction = 0.1, sigma)

Arguments

x

A list that contains the named matrices. Note: the optimization will likely perform much more smoothly if the input matrices are each scaled to zero mean unit variance e.g. by the scale function.

knn

A vector of knn values (integers, same length as matrices)

fraction

optional single scalar value to determine knn

sigma

optional sigma vector for regularization (same length as matrices)

Value

A list of regularization matrices.

Examples

# see simlr examples