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L2Penalty.h
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31 
32 #ifndef L2PENALTY_H
33 #define L2PENALTY_H
35 #include <shogun/lib/config.h>
36 namespace shogun
37 {
46 class L2Penalty: public Penalty
47 {
48 public:
49  /* Constructor */
51 
52  /* Destructor */
53  virtual ~L2Penalty() {}
54 
61  virtual float64_t get_penalty(float64_t variable) {return 0.5*variable*variable;}
62 
76  float64_t gradient_of_variable) {return variable;}
77 
83  virtual void update_context(CMinimizerContext* context)
84  {
85  REQUIRE(context, "Context must set\n");
86  }
87 
92  virtual void load_from_context(CMinimizerContext* context)
93  {
94  REQUIRE(context, "Context must set\n");
95  }
96 };
97 
98 }
99 
100 #endif
virtual float64_t get_penalty(float64_t variable)
Definition: L2Penalty.h:61
virtual void update_context(CMinimizerContext *context)
Definition: L2Penalty.h:83
The class is used to serialize and deserialize variables for the optimization framework.
#define REQUIRE(x,...)
Definition: SGIO.h:206
virtual float64_t get_penalty_gradient(float64_t variable, float64_t gradient_of_variable)
Definition: L2Penalty.h:75
The base class for penalty/regularization used in minimization.
Definition: Penalty.h:46
double float64_t
Definition: common.h:50
The class implements L2 penalty/regularization within the FirstOrderMinimizer framework.
Definition: L2Penalty.h:46
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
virtual ~L2Penalty()
Definition: L2Penalty.h:53
virtual void load_from_context(CMinimizerContext *context)
Definition: L2Penalty.h:92

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