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ElasticNetPenalty.h
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31 
32 #ifndef ELASTICNETPENALTY_H
33 #define ELASTICNETPENALTY_H
37 namespace shogun
38 {
53 {
54 public:
56  :SparsePenalty() {init();}
57 
58  virtual ~ElasticNetPenalty();
59 
64  virtual const char* get_name() const { return "ElasticNetPenalty"; }
65 
70  virtual void set_l1_ratio(float64_t ratio);
71 
78  virtual float64_t get_penalty(float64_t variable);
79 
86  virtual float64_t get_penalty_gradient(float64_t variable,
87  float64_t gradient_of_variable);
88 
94  virtual void set_rounding_epsilon(float64_t epsilon)
95  {
97  }
98 
104  float64_t proximal_weight);
105 
111  virtual float64_t get_sparse_variable(float64_t variable, float64_t penalty_weight);
112 
113 protected:
114 
116  virtual void check_ratio();
117 
120 
123 
126 
127 private:
129  void init();
130 };
131 
132 }
133 
134 #endif
The is the base class for L1 penalty/regularization within the FirstOrderMinimizer framework...
Definition: L1Penalty.h:51
virtual float64_t get_penalty(float64_t variable)
The is the base class for ElasticNet penalty/regularization within the FirstOrderMinimizer framework...
The base class for sparse penalty/regularization used in minimization.
Definition: SparsePenalty.h:46
virtual float64_t get_sparse_variable(float64_t variable, float64_t penalty_weight)
double float64_t
Definition: common.h:50
virtual float64_t get_penalty_gradient(float64_t variable, float64_t gradient_of_variable)
The class implements L2 penalty/regularization within the FirstOrderMinimizer framework.
Definition: L2Penalty.h:46
virtual void set_rounding_epsilon(float64_t epsilon)
virtual const char * get_name() const
virtual void set_l1_ratio(float64_t ratio)
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
virtual void update_variable_for_proximity(SGVector< float64_t > variable, float64_t proximal_weight)
virtual void set_rounding_epsilon(float64_t epsilon)
Definition: L1Penalty.cpp:41

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