grad_est_subspace {activegp} | R Documentation |
Looks between [-1, 1]
grad_est_subspace(f, r, m, M = NULL, scale = FALSE)
f |
The function to eval |
r |
The max dim of the active subspace |
m |
The dimension of the underlying/embedding space. |
M |
optional budget of evaluations, default to |
scale |
Scale all gradients to have norm 1? |
A list with sub, the active subspace, sv, the singular values (all m of them), fs, which gives function values, gs, function grads, and X, which gives sampled locations.