SHOGUN  6.1.3
L1PenaltyForTG.cpp
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31 
33 using namespace shogun;
34 
36  float64_t proximal_weight)
37 {
38  if(m_q.vlen==0)
39  {
40  m_q=SGVector<float64_t>(variable.vlen);
41  m_q.set_const(0.0);
42  }
43  else
44  {
45  REQUIRE(variable.vlen==m_q.vlen,
46  "The length of variable (%d) is changed. Last time, the length of variable was %d", variable.vlen, m_q.vlen);
47  }
48  m_u+=proximal_weight;
49  for(index_t idx=0; idx<variable.vlen; idx++)
50  {
51  float64_t z=variable[idx];
52  if(z>0.0)
53  variable[idx]=get_sparse_variable(z, m_u+m_q[idx]);
54  else if(z<0.0)
55  variable[idx]=get_sparse_variable(z, m_u-m_q[idx]);
56  m_q[idx]+=variable[idx]-z;
57  }
58 }
59 
60 void L1PenaltyForTG::init()
61 {
62  m_u=0;
64  SG_ADD(&m_u, "L1PenaltyForTG__m_u",
65  "u in L1PenaltyForTG", MS_NOT_AVAILABLE);
66  SG_ADD(&m_q, "L1PenaltyForTG__m_q",
67  "q in L1PenaltyForTG", MS_NOT_AVAILABLE);
68 }
int32_t index_t
Definition: common.h:72
#define REQUIRE(x,...)
Definition: SGIO.h:181
SGVector< float64_t > m_q
double float64_t
Definition: common.h:60
virtual float64_t get_sparse_variable(float64_t variable, float64_t penalty_weight)
Definition: L1Penalty.cpp:54
void set_const(T const_elem)
Definition: SGVector.cpp:199
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
#define SG_ADD(...)
Definition: SGObject.h:93
virtual void update_variable_for_proximity(SGVector< float64_t > variable, float64_t proximal_weight)
index_t vlen
Definition: SGVector.h:571

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