com.datumbox.framework.core.mathematics.regularization

Class ElasticNetRegularizer

java.lang.Object

com.datumbox.framework.core.mathematics.regularization.ElasticNetRegularizer

public class ElasticNetRegularizer
extends java.lang.Object

Utility class for ElasticNet regularization. https://web.stanford.edu/~hastie/Papers/B67.2%20(2005)%20301-320%20Zou%20&%20Hastie.pdf http://web.stanford.edu/~hastie/TALKS/enet_talk.pdf

Constructor Summary

Constructors

Constructor and Description
ElasticNetRegularizer()

Method Summary

Modifier and Type	Method and Description
static <K> double	estimatePenalty(double l1, double l2, java.util.Map<K,java.lang.Double> weights) Estimates the penalty by adding the ElasticNet regularization.
static <K> void	updateWeights(double l1, double l2, double learningRate, java.util.Map<K,java.lang.Double> weights, java.util.Map<K,java.lang.Double> newWeights) Updates the weights by applying the ElasticNet regularization.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ElasticNetRegularizer

public ElasticNetRegularizer()

Method Detail

updateWeights

public static <K> void updateWeights(double l1,
                                     double l2,
                                     double learningRate,
                                     java.util.Map<K,java.lang.Double> weights,
                                     java.util.Map<K,java.lang.Double> newWeights)

Updates the weights by applying the ElasticNet regularization.

Type Parameters:

K -

Parameters:

l1 -

l2 -

learningRate -

weights -

newWeights -

estimatePenalty

public static <K> double estimatePenalty(double l1,
                                         double l2,
                                         java.util.Map<K,java.lang.Double> weights)

Estimates the penalty by adding the ElasticNet regularization.

Type Parameters:

K -

Parameters:

l1 -

l2 -

weights -

Returns: