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

The LassoFunction class. More...

#include <LassoFunction.hpp>

Inheritance diagram for sgpp::solver::LassoFunction:
sgpp::solver::RegularizationFunction

Public Member Functions

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

Detailed Description

The LassoFunction class.

This class models the standard lasso regularization penalty \( \Vert \boldsymbol{\alpha} \Vert_1 \).

Constructor & Destructor Documentation

◆ LassoFunction()

sgpp::solver::LassoFunction::LassoFunction ( double  lambda)
inlineexplicit

LassoFunction.

Parameters
lambdacontrols the regularization strength.

Member Function Documentation

◆ eval()

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

eval evaluates the regularization function for weights.

Parameters
weights

Implements sgpp::solver::RegularizationFunction.

References sgpp::base::DataVector::abs(), and sgpp::base::DataVector::sum().

◆ prox()

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

prox evaluates the proximal operator for the function for weights.

Parameters
weights
stepsizeis the stepsize used for the proximal step

Implements sgpp::solver::RegularizationFunction.

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

Referenced by sgpp::solver::ElasticNetFunction::prox().


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