rglz_L1: L1 regularizer
In ArtemSokolov/gelnet: Generalized Elastic Nets

Defines an L1 regularizer with optional per-feature weights

1	rglz_L1(l1, d = NULL)

`l1`	coefficient for the L1-norm penalty
`d`	p-by-1 vector of feature weights

The L1 regularization term is defined by

R1(w) = λ_1 ∑_j d_j |w_j|

A regularizer definition that can be combined with a model definition using + operator

ArtemSokolov/gelnet documentation built on Sept. 13, 2019, 4:01 a.m.

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