#include <regularizers_imp.h>

Inheritance diagram for dismec::objective::ElasticNetRegularizer:

Public Member Functions
	ElasticNetRegularizer (real_t epsilon, real_t scale, real_t interp, bool ignore_bias=false)
	Constructor for a ElasticNet regularizer objective. More...

real_t	point_wise_value (real_t x) const

real_t	point_wise_grad (real_t x) const

real_t	point_wise_quad (real_t x) const

Public Member Functions inherited from dismec::objective::PointWiseRegularizer< ElasticNetRegularizer >
	PointWiseRegularizer (real_t scale=1, bool ignore_bias=false)

long	num_variables () const noexcept final
	The pointwise regularizer can act on arbitrarily sized vectors, so `num_variables() == -1`. More...

real_t	value_unchecked (const HashVector &location) override

void	hessian_times_direction_unchecked (const HashVector &location, const DenseRealVector &direction, Eigen::Ref< DenseRealVector > target) override

void	gradient_unchecked (const HashVector &location, Eigen::Ref< DenseRealVector > target) override

void	gradient_at_zero_unchecked (Eigen::Ref< DenseRealVector > target) override

void	diag_preconditioner_unchecked (const HashVector &location, Eigen::Ref< DenseRealVector > target) override

void	project_to_line_unchecked (const HashVector &location, const DenseRealVector &direction) override

real_t	lookup_on_line (real_t a) override
	Looks up the value of the objective on the line defined by the last call to `project_to_line()`. More...

bool	dont_regularize_bias () const

real_t	scale () const
	Returns the common scale factor for the entire regularizer. More...

Public Member Functions inherited from dismec::objective::Objective
	Objective ()

virtual	~Objective () noexcept=default

real_t	value (const HashVector &location)
	Evaluate the objective at the given `location`. More...

void	diag_preconditioner (const HashVector &location, Eigen::Ref< DenseRealVector > target)
	Get precondition to be used in CG optimization. More...

void	project_to_line (const HashVector &location, const DenseRealVector &direction)
	creates a function g such that `g(a) = objective(location + a * direction)` Use `lookup_on_line()` to evaluate `g`. More...

virtual void	declare_vector_on_last_line (const HashVector &location, real_t t)
	State that the given vector corresponds to a certain position on the line of the last line search. More...

void	gradient_at_zero (Eigen::Ref< DenseRealVector > target)
	Gets the gradient for location zero. More...

void	gradient (const HashVector &location, Eigen::Ref< DenseRealVector > target)
	Evaluate the gradient at `location`. More...

void	hessian_times_direction (const HashVector &location, const DenseRealVector &direction, Eigen::Ref< DenseRealVector > target)
	Calculates the product of the Hessian matrix at `location` with `direction`. More...

void	gradient_and_pre_conditioner (const HashVector &location, Eigen::Ref< DenseRealVector > gradient, Eigen::Ref< DenseRealVector > pre)
	Combines the calculation of gradient and pre-conditioner, which may be more efficient in some cases. More...

Public Member Functions inherited from dismec::stats::Tracked
	Tracked ()
	Default constructor, creates the internal `stats::StatisticsCollection`. More...

void	register_stat (const std::string &name, std::unique_ptr< Statistics > stat)
	Registers a tracker for the statistics `name`. More...

std::shared_ptr< StatisticsCollection >	get_stats () const
	Gets an ownership-sharing reference to the `StatisticsCollection`. More...

Private Attributes
real_t	m_Epsilon {1}

real_t	m_L1_Factor {0.5}

real_t	m_L2_Factor {0.5}

Additional Inherited Members
Protected Member Functions inherited from dismec::stats::Tracked
	~Tracked ()
	Non-virtual destructor. Declared protected, so we don't accidentally try to do a polymorphic delete. More...

template<class T >
void	record (stat_id_t stat, T &&value)
	Record statistics. This function just forwards all its arguments to the internal `StatisticsCollection`. More...

void	declare_stat (stat_id_t index, StatisticMetaData meta)
	Declares a new statistics. This function just forwards all its arguments to the internal `StatisticsCollection`. More...

void	declare_tag (tag_id_t index, std::string name)
	Declares a new tag. This function just forwards all its arguments to the internal `StatisticsCollection`. More...

template<class... Args>
void	set_tag (tag_id_t tag, long value)
	Set value of tag. This function just forwards all its arguments to the internal `StatisticsCollection`. More...

template<class... Args>
auto	make_timer (stat_id_t id, Args... args)
	Creates a new `ScopeTimer` using `stats::record_scope_time`. More...

Detailed Description

Definition at line 86 of file regularizers_imp.h.

Constructor & Destructor Documentation

◆ ElasticNetRegularizer()

ElasticNetRegularizer::ElasticNetRegularizer	(	real_t	epsilon,
		real_t	scale,
		real_t	interp,
		bool	ignore_bias = `false`
	)

Constructor for a ElasticNet regularizer objective.

Parameters

epsilon	The cutoff point between quadratic and linear behaviour for the L1 part.
scale	Global scaling factor for the loss
interp	Interpolation factor between L1 and L2 loss. Needs to be between 0 and 1, with 0 resulting in L1 loss and 1 in L2 loss.

Exceptions

invalid_argument,if epsilon < 0.

Definition at line 89 of file regularizers_imp.cpp.

References m_Epsilon, and THROW_EXCEPTION.

Member Function Documentation

◆ point_wise_grad()

real_t dismec::objective::ElasticNetRegularizer::point_wise_grad ( real_t x ) const

Definition at line 108 of file regularizers_imp.cpp.

◆ point_wise_quad()

real_t dismec::objective::ElasticNetRegularizer::point_wise_quad ( real_t x ) const

Definition at line 118 of file regularizers_imp.cpp.

◆ point_wise_value()

real_t dismec::objective::ElasticNetRegularizer::point_wise_value ( real_t x ) const

Definition at line 101 of file regularizers_imp.cpp.

Member Data Documentation

◆ m_Epsilon

real_t dismec::objective::ElasticNetRegularizer::m_Epsilon {1}

private

Definition at line 102 of file regularizers_imp.h.

Referenced by ElasticNetRegularizer().

◆ m_L1_Factor

real_t dismec::objective::ElasticNetRegularizer::m_L1_Factor {0.5}

private

Definition at line 103 of file regularizers_imp.h.

◆ m_L2_Factor

real_t dismec::objective::ElasticNetRegularizer::m_L2_Factor {0.5}

private

Definition at line 104 of file regularizers_imp.h.

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

src/objective/regularizers_imp.h
src/objective/regularizers_imp.cpp

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ ElasticNetRegularizer()

Member Function Documentation

◆ point_wise_grad()

◆ point_wise_quad()

◆ point_wise_value()

Member Data Documentation

◆ m_Epsilon

◆ m_L1_Factor

◆ m_L2_Factor