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.

Constructor & Destructor Documentation

GroupLassoFunction()

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

inline

GroupLassoFunction.

Parameters

lambda	controls the regularization strength.
gridStorage	is the grid storage.

Member Function Documentation

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.

References chess::dim, sgpp::base::HashGridStorage::getDimension(), sgpp::base::HashGridStorage::getPoint(), sgpp::base::HashGridStorage::getSize(), sgpp::base::DataVector::getSize(), python.statsfileInfo::i, python.utils.statsfile2gnuplot::j, and friedman::p.

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

• solver/src/sgpp/solver/sle/fista/GroupLassoFunction.hpp