scirs2_optimize::ml_optimizers::ml_problems

Function lasso_regression

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

Solve Lasso regression: min ||Ax - b||^2 + lambda ||x||_1