SHOGUN  4.2.0
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages
L1Penalty.h
Go to the documentation of this file.
1 /*
2  * Copyright (c) The Shogun Machine Learning Toolbox
3  * Written (w) 2015 Wu Lin
4  * All rights reserved.
5  *
6  * Redistribution and use in source and binary forms, with or without
7  * modification, are permitted provided that the following conditions are met:
8  *
9  * 1. Redistributions of source code must retain the above copyright notice, this
10  * list of conditions and the following disclaimer.
11  * 2. Redistributions in binary form must reproduce the above copyright notice,
12  * this list of conditions and the following disclaimer in the documentation
13  * and/or other materials provided with the distribution.
14  *
15  * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
16  * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
17  * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
18  * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
19  * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
20  * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
21  * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
22  * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
23  * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
24  * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
25  *
26  * The views and conclusions contained in the software and documentation are those
27  * of the authors and should not be interpreted as representing official policies,
28  * either expressed or implied, of the Shogun Development Team.
29  *
30  */
31 
32 #ifndef L1PENALTY_H
33 #define L1PENALTY_H
35 #include <shogun/base/Parameter.h>
36 namespace shogun
37 {
51 class L1Penalty: public SparsePenalty
52 {
53 public:
55  :SparsePenalty() {init();}
56 
57  virtual ~L1Penalty() {}
58 
65  virtual float64_t get_penalty(float64_t variable);
66 
71  virtual const char* get_name() const { return "L1Penalty"; }
72 
84  float64_t gradient_of_variable) {return 0.0;}
85 
91  virtual void set_rounding_epsilon(float64_t epsilon);
92 
98  float64_t proximal_weight);
99 
105  virtual float64_t get_sparse_variable(float64_t variable, float64_t penalty_weight);
106 
107 protected:
110 
111 private:
113  void init();
114 };
115 
116 }
117 
118 #endif
The is the base class for L1 penalty/regularization within the FirstOrderMinimizer framework...
Definition: L1Penalty.h:51
The base class for sparse penalty/regularization used in minimization.
Definition: SparsePenalty.h:46
virtual float64_t get_penalty_gradient(float64_t variable, float64_t gradient_of_variable)
Definition: L1Penalty.h:83
virtual ~L1Penalty()
Definition: L1Penalty.h:57
double float64_t
Definition: common.h:50
float64_t m_rounding_epsilon
Definition: L1Penalty.h:109
virtual float64_t get_sparse_variable(float64_t variable, float64_t penalty_weight)
Definition: L1Penalty.cpp:54
virtual void update_variable_for_proximity(SGVector< float64_t > variable, float64_t proximal_weight)
Definition: L1Penalty.cpp:47
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
virtual const char * get_name() const
Definition: L1Penalty.h:71
virtual void set_rounding_epsilon(float64_t epsilon)
Definition: L1Penalty.cpp:41
virtual float64_t get_penalty(float64_t variable)
Definition: L1Penalty.cpp:36

SHOGUN Machine Learning Toolbox - Documentation