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Negative lambda in Wachter method? #204

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tombewley opened this issue Oct 11, 2023 · 0 comments
Open

Negative lambda in Wachter method? #204

tombewley opened this issue Oct 11, 2023 · 0 comments

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@tombewley
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tombewley commented Oct 11, 2023

If I understand correctly, this line periodically (every n_iter iterations) reduces lambda by $0.05$:

However, the default value of lambda is $0.01$:

Does this mean that (with the default settings) lambda becomes negative as soon as the first subtraction is made? Correct me if I'm wrong, but my understanding is that lambda should always be positive (otherwise the loss function incentivises moving further from the factual instance).

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