TODOs

[shimingyoung]

1. check the gradient_log_loss (Rajat)
2. check the L (Rajat, Shiming)
3. finalize the dirty_model_logistic function (Shiming, Rajat)
4. Write a main script to run the dirty model (Shiming)

[rajathpatel23]

Dear Dr. yang,
I have worked don the dirty model logistic function and uploaded my version of the code. Please do check. I will soon try and upload your version of dirty model logistic code and update.

Thanks,
Rajat Patel

[rajathpatel23]

@shimingyoung
Hello Dr. Yang,
I have written the function for L as given in the FISTA algorithm paper, The function is as follows:
L = max Eigen value of A^T A
function is as follow as:

def Lipchitz_function(input_matrix):
aT = np.transpose(input_matrix)
product = np.dot(aT, input_matrix)
w, v = np.linalg.eig(product)
print(v.shape)
print(w)
return(2* max(w))

def adaptive_Lipchitz(old_L, eta):
L_new = eta*old_L
return(L_new)