sgpp::solver::RegularizationFunction Class Reference

The RegularizationFunction class is a baseclass for regularization functions that can be used in conjunction with a proximal solver. More...

#include <RegularizationFunction.hpp>

Inheritance diagram for sgpp::solver::RegularizationFunction:

Public Member Functions
virtual double	eval (base::DataVector weights)=0
	eval evaluates the regularization function for weights. More...
virtual base::DataVector	prox (const base::DataVector &weights, double stepsize)=0
	prox evaluates the proximal operator for the function for weights. More...

Detailed Description

The RegularizationFunction class is a baseclass for regularization functions that can be used in conjunction with a proximal solver.

Member Function Documentation

eval()

virtual double sgpp::solver::RegularizationFunction::eval ( base::DataVector  weights )

pure virtual

eval evaluates the regularization function for weights.

Parameters

weights

Implemented in sgpp::solver::GroupLassoFunction, sgpp::solver::ElasticNetFunction, sgpp::solver::LassoFunction, sgpp::solver::RidgeFunction, and sgpp::solver::ZeroFunction.

prox()

virtual base::DataVector sgpp::solver::RegularizationFunction::prox ( const base::DataVector &  weights, double  stepsize  )

pure virtual

prox evaluates the proximal operator for the function for weights.

Parameters

weights
stepsize	is the stepsize used for the proximal step

Implemented in sgpp::solver::GroupLassoFunction, sgpp::solver::ElasticNetFunction, sgpp::solver::LassoFunction, sgpp::solver::RidgeFunction, and sgpp::solver::ZeroFunction.

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

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