SG++-Doxygen-Documentation
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The LassoFunction class. More...
#include <LassoFunction.hpp>
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... | |
The LassoFunction class.
This class models the standard lasso regularization penalty \( \Vert \boldsymbol{\alpha} \Vert_1 \).
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inlineexplicit |
lambda | controls the regularization strength. |
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inlineoverridevirtual |
eval evaluates the regularization function for weights.
weights |
Implements sgpp::solver::RegularizationFunction.
References sgpp::base::DataVector::abs(), and sgpp::base::DataVector::sum().
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inlineoverridevirtual |
prox evaluates the proximal operator for the function for weights.
weights | |
stepsize | is 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().