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LassoReg

oxilean_std::statistical_learning::types

Struct LassoReg 

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pub struct LassoReg {
    pub lambda: f64,
}
Expand description

Lasso (ℓ₁) regularization: min_h L(h) + λ‖h‖₁.

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§lambda: f64

Regularization parameter λ.

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impl LassoReg

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pub fn new(lambda: f64) -> Self

Create a new LassoReg.

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pub fn soft_threshold(&self, w: &[f64]) -> Vec<f64>

Soft-thresholding operator: sign(w) * max(|w| - λ, 0) per coordinate.

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pub fn penalty(&self, w: &[f64]) -> f64

Regularization penalty: λ‖w‖₁.

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