SELECTION_AUTOMATIC
- selects from all choices of lambda_p
a solution vector with both low cost and low lp-(semi)-norm
Comments
Given multiple solutions of material parameters and their corresponding
costs and lp-(semi)-norm values, this function selects the solution which
has both a low cost and a low lp-(semi)-norm. The selection
procedure depends on a hyperparameter (threshold_factor_cost
), which
influences how sparse the solution should be, and a hyperparameter
(threshold_factor_parameters
), determining below which value parameters
should be discarded.
Input Arguments
lambda_p
(double) - regularization factors
parameters
(double) - multiple solutions of material parameters (every row
corresponds to one solution)
norm_lp
(double) - lp-(semi)-norm values (without considering
weighting factor lambda_p)
cost_without_regularizer
(double) - cost function values of the given
solutions minus the regularization terms (considering weighting factor
lambda_p)
threshold_factor_cost
(double) - factor for computing the cost
threshold C^{th}
min_cost_threshold
(double) - minimum value of the cost threshold
C^{th}
Output Arguments
lambda_p_select
(double) - selected regularization factor
parameters_select
(double) - selected solution of the material parameters
norm_lp_select
(double) - selected lp-(semi)-norm value
cost_without_regularizer_select
(double) - selected cost function value