loss_sharp: Sharp Loss Function Exact loss function without gradients

View source: R/optimisation.R

loss_sharpR Documentation

Sharp Loss Function Exact loss function without gradients

Description

Sharp Loss Function Exact loss function without gradients

Usage

loss_sharp(alpha, X, Y, epsilon, lambda1 = 0, lambda2 = 0, weight = NULL)

Arguments

alpha

The vector to calculate loss for

X

The data matrix

Y

The response vector

epsilon

The acceptable error

lambda1

The L1 regulariser (default: 0)

lambda2

The L2 regulariser (default: 0)

weight

weight vector (default: NULL)

Value

The loss value


edahelsinki/slise documentation built on Aug. 24, 2023, 11:03 p.m.