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src
shogun
optimization
L2Penalty.h
Go to the documentation of this file.
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/*
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* Copyright (c) The Shogun Machine Learning Toolbox
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* Written (w) 2015 Wu Lin
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* All rights reserved.
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions are met:
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*
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* 1. Redistributions of source code must retain the above copyright notice, this
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* list of conditions and the following disclaimer.
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* 2. Redistributions in binary form must reproduce the above copyright notice,
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* this list of conditions and the following disclaimer in the documentation
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* and/or other materials provided with the distribution.
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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* ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
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* WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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* DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
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* ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
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* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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* LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
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* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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* SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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*
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* The views and conclusions contained in the software and documentation are those
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* of the authors and should not be interpreted as representing official policies,
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* either expressed or implied, of the Shogun Development Team.
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*
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*/
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#ifndef L2PENALTY_H
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#define L2PENALTY_H
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#include <
shogun/optimization/Penalty.h
>
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#include <
shogun/lib/config.h
>
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namespace
shogun
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{
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class
L2Penalty
:
public
Penalty
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{
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public
:
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/* Constructor */
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L2Penalty
():
Penalty
() {}
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/* Destructor */
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virtual
~L2Penalty
() {}
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virtual
float64_t
get_penalty
(
float64_t
variable) {
return
0.5*variable*variable;}
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virtual
float64_t
get_penalty_gradient
(
float64_t
variable,
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float64_t
gradient_of_variable) {
return
variable;}
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virtual
void
update_context
(
CMinimizerContext
* context)
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{
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REQUIRE
(context,
"Context must set\n"
);
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}
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virtual
void
load_from_context
(
CMinimizerContext
* context)
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{
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REQUIRE
(context,
"Context must set\n"
);
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}
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};
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}
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#endif
Penalty.h
shogun::L2Penalty::get_penalty
virtual float64_t get_penalty(float64_t variable)
Definition:
L2Penalty.h:61
shogun::L2Penalty::update_context
virtual void update_context(CMinimizerContext *context)
Definition:
L2Penalty.h:83
shogun::CMinimizerContext
The class is used to serialize and deserialize variables for the optimization framework.
Definition:
MinimizerContext.h:45
shogun::L2Penalty::L2Penalty
L2Penalty()
Definition:
L2Penalty.h:50
config.h
REQUIRE
#define REQUIRE(x,...)
Definition:
SGIO.h:206
shogun::L2Penalty::get_penalty_gradient
virtual float64_t get_penalty_gradient(float64_t variable, float64_t gradient_of_variable)
Definition:
L2Penalty.h:75
shogun::Penalty
The base class for penalty/regularization used in minimization.
Definition:
Penalty.h:46
float64_t
double float64_t
Definition:
common.h:50
shogun::L2Penalty
The class implements L2 penalty/regularization within the FirstOrderMinimizer framework.
Definition:
L2Penalty.h:46
shogun
all of classes and functions are contained in the shogun namespace
Definition:
class_list.h:18
shogun::L2Penalty::~L2Penalty
virtual ~L2Penalty()
Definition:
L2Penalty.h:53
shogun::L2Penalty::load_from_context
virtual void load_from_context(CMinimizerContext *context)
Definition:
L2Penalty.h:92
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