turi::optimization::l2_norm Class Reference

#include <ml/optimization/regularizers-inl.hpp>

Public Member Functions
	l2_norm (const DenseVector &_lambda)
	~l2_norm ()
void	compute_hessian (const DenseVector &point, DiagonalMatrix &hessian) const
double	compute_function_value (const DenseVector &point) const
void	compute_gradient (const DenseVector &point, DenseVector &gradient) const
void	apply_proximal_operator (DenseVector &point, const double &_penalty=0) const
bool	is_smooth ()

Protected Attributes
DenseVector	lambda
size_t	variables

Detailed Description

Interface for the regularizer (Scaled L2-norm)

 f(x) = \sum_{i} lambda_i * x_i^2

Definition at line 42 of file regularizers-inl.hpp.

Constructor & Destructor Documentation

l2_norm()

turi::optimization::l2_norm::l2_norm ( const DenseVector &  _lambda )

inline

Default constructor.

Definition at line 55 of file regularizers-inl.hpp.

~l2_norm()

turi::optimization::l2_norm::~l2_norm ( )

inline

Default desctuctor. Do nothing.

Definition at line 63 of file regularizers-inl.hpp.

Member Function Documentation

apply_proximal_operator()

void turi::optimization::l2_norm::apply_proximal_operator ( DenseVector &  point, const double &  _penalty = 0  ) const

inlinevirtual

Compute the proximal operator for the l2-regularizer

Parameters

[in,out]	point	Point at which we are computing the gradient.
[in]	penalty	Penalty

Note

The proximal operator for lambda * ||x||^2 at the point v is given by v/(1 + 2*lambda*penalty)

Implements turi::optimization::regularizer_interface.

Definition at line 112 of file regularizers-inl.hpp.

compute_function_value()

double turi::optimization::l2_norm::compute_function_value ( const DenseVector &  point ) const

inlinevirtual

Compute the function value of the regularizer at a given point.

Parameters

[in]

point

Point at which we are computing the gradient.

Implements turi::optimization::regularizer_interface.

Definition at line 82 of file regularizers-inl.hpp.

compute_gradient()

void turi::optimization::l2_norm::compute_gradient ( const DenseVector &  point, DenseVector &  gradient  ) const

inlinevirtual

Compute the gradient (or subgradient) at the given point.

Parameters

[in]	point	Point at which we are computing the gradient.
[out]	gradient	Dense gradient

Implements turi::optimization::regularizer_interface.

Definition at line 95 of file regularizers-inl.hpp.

compute_hessian()

void turi::optimization::l2_norm::compute_hessian ( const DenseVector &  point, DiagonalMatrix &  hessian  ) const

inlinevirtual

Compute the hessian of the regularizer at a given point.

Parameters

[in]	point	Point at which we are computing the gradient.
[in,out]	hessian	Diagonal matrix as the hessian gradient.

Implements turi::optimization::smooth_regularizer_interface.

Definition at line 72 of file regularizers-inl.hpp.

is_smooth()

bool turi::optimization::smooth_regularizer_interface::is_smooth ( )

inlineinherited

Function to determine if the regularizer is smooth.

Returns

true

Definition at line 113 of file regularizer_interface.hpp.

Member Data Documentation

lambda

DenseVector turi::optimization::l2_norm::lambda

protected

Penalty on the regularizer

Definition at line 46 of file regularizers-inl.hpp.

variables

size_t turi::optimization::l2_norm::variables

protected

Variables in the problem

Definition at line 47 of file regularizers-inl.hpp.

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The documentation for this class was generated from the following file:

• ml/optimization/regularizers-inl.hpp