sgpp::solver::LassoFunction Class Reference

The LassoFunction class. More...

#include <LassoFunction.hpp>

Inheritance diagram for sgpp::solver::LassoFunction:

Public Member Functions
double	eval (base::DataVector weights) override
	eval evaluates the regularization function for weights.
	LassoFunction (double lambda)
	LassoFunction.
base::DataVector	prox (const base::DataVector &weights, double stepsize) override
	prox evaluates the proximal operator for the function for weights.
	~LassoFunction () override
Public Member Functions inherited from sgpp::solver::RegularizationFunction
virtual	~RegularizationFunction ()

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

lambda

controls the regularization strength.

References lambda.

~LassoFunction()

sgpp::solver::LassoFunction::~LassoFunction ( )

inlineoverride

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().

Referenced by python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis::estimateDensity().

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
stepsize	is the stepsize used for the proximal step

Implements sgpp::solver::RegularizationFunction.

References sgpp::base::DataVector::getSize().

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

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

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