nnpiv.linear.sparse2_ridge_l2vsl2

class nnpiv.linear.sparse2_ridge_l2vsl2(mu=0.01, V1=100, V2=100, eta_alpha='auto', eta_w1='auto', eta_beta='auto', eta_w2='auto', n_iter=2000, tol=0.01, sparsity=None, fit_intercept=True)[source]

Sparse Ridge NPIV estimator using \(\ell_2-\ell_2\) optimization for nested NPIV.

This class solves the high-dimensional sparse ridge problem using \(\ell_2\) relaxations for the minimax optimization problem in a nested NPIV setting.