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Start with a very high regularizer, so the problem is easy to solve, and decrease it. Each iteration should be very fast. Design make_prox_* so that changing lambda incurs little overhead. Allow user to choose lambda_min and lambda_max, but also include good defaults to encourage interesting (eg non-zero) solutions.
The text was updated successfully, but these errors were encountered:
Start with a very high regularizer, so the problem is easy to solve, and decrease it. Each iteration should be very fast. Design
make_prox_*
so that changing lambda incurs little overhead. Allow user to choose lambda_min and lambda_max, but also include good defaults to encourage interesting (eg non-zero) solutions.The text was updated successfully, but these errors were encountered: