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Implementation doubt #19

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next-josealbertoarcos opened this issue Nov 6, 2017 · 0 comments
Open

Implementation doubt #19

next-josealbertoarcos opened this issue Nov 6, 2017 · 0 comments

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@next-josealbertoarcos
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Hello, and thank you for this wonderful R package.

There's something about this implementation I don't understand. If the goal in Zhou's paper is to minimize this:

imagen

Then why is it that in the R package implementation the convergence condition is as follows?

while (iter < maxIter & diff > tol){
  ...
  diff = std::abs(obj_prev - obj);
  ...
}

What I do not understand is the use of the absolute value when calculating the difference. Why do you allow the objective metric to grow? Shouldn't that absolute value be removed?

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