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sgpp::solver::RidgeFunction Class Reference

The RidgeFunction class. More...

#include <RidgeFunction.hpp>

Inheritance diagram for sgpp::solver::RidgeFunction:
sgpp::solver::RegularizationFunction

Public Member Functions

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.
 
 RidgeFunction (double lambda)
 RidgeFunction.
 
 ~RidgeFunction () override
 
- Public Member Functions inherited from sgpp::solver::RegularizationFunction
virtual ~RegularizationFunction ()
 

Detailed Description

The RidgeFunction class.

Corresponds to the regularization function \( \Vert \boldsymbol{\alpha} \Vert_2^2\).

Constructor & Destructor Documentation

◆ RidgeFunction()

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

RidgeFunction.

Parameters
lambdacontrols the regularization strength.

References lambda.

◆ ~RidgeFunction()

sgpp::solver::RidgeFunction::~RidgeFunction ( )
inlineoverride

Member Function Documentation

◆ eval()

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

eval evaluates the regularization function for weights.

Parameters
weights

Implements sgpp::solver::RegularizationFunction.

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

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

◆ prox()

base::DataVector sgpp::solver::RidgeFunction::prox ( const sgpp::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().


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