L1Regularization
class L1Regularization[T](val lambda: Double, delta: Double, eta: Double, maxIter: Int)(implicit space: MutableFiniteCoordinateField[T, _, Double], rand: RandBasis) extends StochasticGradientDescent[T]
Implements the L1 regularization update.
Each step is:
x_{t+1}i = sign(x_{t,i} - eta/s_i * g_ti) * (abs(x_ti - eta/s_ti * g_ti) - lambda * eta /s_ti))_+
where g_ti is the gradient and s_ti = \sqrt(\sum_t'^{t} g_ti^2)
class StochasticGradientDescent[T]
trait SerializableLogging
trait Serializable
class Object
trait Matchable
class Any
Type members
Classlikes
Inherited types
Value members
Concrete methods
override def updateHistory(newX: T, newGrad: T, newValue: Double, f: StochasticDiffFunction[T], oldState: State): History
- Definition Classes