SHOGUN  6.1.3
L1Penalty.cpp
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3  * Written (w) 2015 Wu Lin
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31 
34 using namespace shogun;
35 
37 {
38  return CMath::abs(variable);
39 }
40 
42 {
43  REQUIRE(epsilon>=0,"Rounding epsilon (%f) should be non-negative\n", epsilon);
44  m_rounding_epsilon=epsilon;
45 }
46 
48  float64_t proximal_weight)
49 {
50  for(index_t idx=0; idx<variable.vlen; idx++)
51  variable[idx]=get_sparse_variable(variable[idx], proximal_weight);
52 }
53 
55 {
56  if (variable>0.0)
57  {
58  variable-=penalty_weight;
59  if (variable<0.0)
60  variable=0.0;
61  }
62  else
63  {
64  variable+=penalty_weight;
65  if (variable>0.0)
66  variable=0.0;
67  }
68  if (CMath::abs(variable)<m_rounding_epsilon)
69  variable=0.0;
70  return variable;
71 }
72 
73 void L1Penalty::init()
74 {
75  m_rounding_epsilon=1e-8;
76  SG_ADD(&m_rounding_epsilon, "L1Penalty__m_rounding_epsilon",
77  "rounding_epsilon in L1Penalty", MS_NOT_AVAILABLE);
78 }
int32_t index_t
Definition: common.h:72
#define REQUIRE(x,...)
Definition: SGIO.h:181
double float64_t
Definition: common.h:60
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
#define SG_ADD(...)
Definition: SGObject.h:93
virtual void set_rounding_epsilon(float64_t epsilon)
Definition: L1Penalty.cpp:41
index_t vlen
Definition: SGVector.h:571
static T abs(T a)
Definition: Math.h:161
virtual float64_t get_penalty(float64_t variable)
Definition: L1Penalty.cpp:36

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