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Chain Solvers with Early Stopping

Source: R/compose.R
chain.Rd

Chains multiple solvers sequentially with optional early stopping. More flexible than %>>% operator.

Usage

chain(..., early_stop = NULL)

Arguments

...

Solver functions to chain

early_stop

Optional function that takes a result and returns TRUE to stop the chain early. Default is NULL (no early stopping).

Value

A new solver function that runs solvers in sequence

Details

The chain runs solvers in order, passing each result's theta.hat to the next solver. If early_stop is provided and returns TRUE for any intermediate result, the chain stops early.

Common early stopping conditions:

  • Stop when converged: function(r) r$converged

  • Stop when gradient is small: function(r) sqrt(sum(score^2)) < 1e-6

  • Stop after reaching target: function(r) r$loglike > -100

Examples

# Chain with early stopping when converged
strategy <- chain(
  grid_search(lower = c(-10, 0.1), upper = c(10, 5), n = 5),
  gradient_ascent(max_iter = 50),
  newton_raphson(max_iter = 20),
  early_stop = function(r) isTRUE(r$converged)
)

# Standard chain (no early stopping)
strategy <- chain(gradient_ascent(), newton_raphson())