scirs2_optimize::ml_optimizers::ml_problems

Function elastic_net_regression

Source 
pub fn elastic_net_regression<F: Float + ScalarOperand + Into<f64> + Copy>(
    a: &ArrayView2<'_, F>,
    b: &ArrayView1<'_, F>,
    lambda1: F,
    lambda2: F,
    learning_rate: Option<F>,
) -> Result<OptimizeResult<F>, OptimizeError>
Expand description

Solve Elastic Net regression: min ||Ax - b||^2 + lambda1 ||x||_1 + lambda2 ||x||^2