SG++-Doxygen-Documentation
sgpp::solver::GroupLassoFunction Class Reference

The GroupLassoFunction class. More...

#include <GroupLassoFunction.hpp>

Inheritance diagram for sgpp::solver::GroupLassoFunction:

## Public Member Functions

double eval (sgpp::base::DataVector weights) override
eval evaluates the regularization function for weights. More...

GroupLassoFunction (double lambda, sgpp::base::GridStorage *gridStorage)
GroupLassoFunction. More...

base::DataVector prox (const sgpp::base::DataVector &weights, double stepsize) override
prox evaluates the proximal operator for the function for weights. More...

## Detailed Description

The GroupLassoFunction class.

Corresponds to the regularization function $$\sum_{\mathbf{p} \in \mathcal{P}} \left(\sqrt{\vert \mathbf{p} \vert}\right) \Vert \mathbf{p} \Vert_2$$. In this formula $$\mathcal{P}$$ is a partition of the weights. We use groups that correspond to the original features and their interactions, e.g. we have one group of basis functions that are constant for all but the first predictor, one that only models the second predictor, one that models the interaction of both mentioned predictors, and so on.

## ◆ GroupLassoFunction()

 sgpp::solver::GroupLassoFunction::GroupLassoFunction ( double lambda, sgpp::base::GridStorage * gridStorage )
inline
Parameters
 lambda controls the regularization strength. gridStorage is the grid storage.

## ◆ eval()

 double sgpp::solver::GroupLassoFunction::eval ( sgpp::base::DataVector weights )
inlineoverridevirtual

eval evaluates the regularization function for weights.

Parameters
 weights

Implements sgpp::solver::RegularizationFunction.

References sgpp::base::DataVector::getSize(), and python.statsfileInfo::i.

## ◆ prox()

 base::DataVector sgpp::solver::GroupLassoFunction::prox ( const sgpp::base::DataVector & weights, double stepsize )
inlineoverridevirtual

prox evaluates the proximal operator for the function for weights.

Parameters
 weights stepsize is the stepsize used for the proximal step

Implements sgpp::solver::RegularizationFunction.

The documentation for this class was generated from the following file: