regularizer.gr.l2: l2 Regularizer Gradient

View source: R/StatModels.R

regularizer.gr.l2R Documentation

l2 Regularizer Gradient

Description

This function implements the l2 regularizer gradient in the form required by EmpiricalRiskMinimizationDP.CMS and EmpiricalRiskMinimizationDP.KST.

Usage

regularizer.gr.l2(coeff)

Arguments

coeff

Vector or matrix of coefficients or weights.

Value

Regularizer gradient value at the given coefficient vector.

Examples

  coeff <- c(0.5,-1,2)
  regularizer.gr.l2(coeff)


DPpack documentation built on April 8, 2023, 9:09 a.m.