SELECTION_LP_THRESHOLD - selects from all choices of lambda_p a solution vector with both low cost and low regularization term

Comments

Given multiple solutions of material parameters and their corresponding costs and regularization terms, this function selects the solution which has both a low cost and a low regularization term. 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)

regularizer (double) - regularization terms of the given solutions (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}

threshold_factor_parameters (double) - factor for computing the parameter threshold theta^{th}

Output Arguments

parameters_select (double) - selected solution of the material parameters