rglz_L2: L2 regularizer
In ArtemSokolov/gelnet: Generalized Elastic Nets

Defines an L2 regularizer with optional feature-feature penalties and translation coefficients

1	rglz_L2(l2, P = NULL, m = NULL)

`l2`	coefficient for the L2-norm penalty
`P`	p-by-p feature association penalty matrix
`m`	p-by-1 vector of translation coefficients

The L2 regularizer term is define by

R2(w) = \frac{λ_2}{2} (w-m)^T P (w-m)

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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