#include <ElasticNetFunction.hpp>

Inheritance diagram for sgpp::solver::ElasticNetFunction:

Public Member Functions
	ElasticNetFunction (double lambda, double l1Ratio)
	ElasticNetFunction.

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

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

	~ElasticNetFunction () override

Public Member Functions inherited from sgpp::solver::RegularizationFunction
virtual	~RegularizationFunction ()

Detailed Description

The ElasticNetFunction class.

Corresponds to the regularization functional \( \left(1 - \gamma \right) \Vert \boldsymbol{\alpha} \Vert_2 + \gamma \Vert \boldsymbol{\alpha} \Vert _1 \).

Constructor & Destructor Documentation

◆ ElasticNetFunction()

sgpp::solver::ElasticNetFunction::ElasticNetFunction	(	double	lambda,
		double	l1Ratio
	)

inline

ElasticNetFunction.

Parameters

lambda	controls the regularization strength.
l1Ratio	(called \( \gamma \) above) controls the amount of \( l_1 \) regularization. A value of one corresponds to the lasso, and a value of zero to the ridge regularization.

References lambda.