GitHub / kevinroy007 / NLVAR_subgradient_descent
Non-linear topology identification using Deep Learning. Sparsity (lasso) is enforced in the sensor connections. The non-convex and non-differentiable function is solved using sub-gradient descent algorithm.
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PURL: pkg:github/kevinroy007/NLVAR_subgradient_descent
Stars: 0
Forks: 1
Open issues: 0
License: gpl-3.0
Language: Jupyter Notebook
Size: 1.59 MB
Dependencies parsed at: Pending
Created at: over 3 years ago
Updated at: 3 months ago
Pushed at: 3 months ago
Last synced at: 3 months ago
Topics: constrained-optimization, deep-learning, lasso, nonconvex-optimization, projected-gradients, stohastic-gradient-descent, subgradient, vectorautoregression