L2Penalty.h

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/*
 * Copyright (c) The Shogun Machine Learning Toolbox
 * Written (w) 2015 Wu Lin
 * All rights reserved.
 *
 * Redistribution and use in source and binary forms, with or without
 * modification, are permitted provided that the following conditions are met:
 *
 * 1. Redistributions of source code must retain the above copyright notice, this
 *    list of conditions and the following disclaimer.
 * 2. Redistributions in binary form must reproduce the above copyright notice,
 *    this list of conditions and the following disclaimer in the documentation
 *    and/or other materials provided with the distribution.
 *
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
 * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
 * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
 * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
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 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
 * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
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 * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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 */

#ifndef L2PENALTY_H
#define L2PENALTY_H
#include <shogun/optimization/Penalty.h>
#include <shogun/base/Parameter.h>
namespace shogun
{
class L2Penalty: public Penalty
{
public:
    /* Constructor */
    L2Penalty():Penalty() {}

    /* Destructor */
    virtual ~L2Penalty() {}

    virtual const char* get_name() const { return "L2Penalty"; }

    virtual float64_t get_penalty(float64_t variable) {return 0.5*variable*variable;}

    virtual float64_t get_penalty_gradient(float64_t variable,
        float64_t gradient_of_variable) {return variable;}

};

}

#endif