Module regularization

Module regularization 

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Regularization Techniques for Mixture Models

This module provides various regularization techniques for mixture models, including L1 regularization for sparsity, L2 regularization for stability, elastic net for combined sparsity and stability, and group lasso for structured sparsity.

§Overview

Regularization is crucial for:

  • Preventing overfitting in high-dimensional settings
  • Promoting sparsity in parameter estimates
  • Improving numerical stability
  • Incorporating structural constraints
  • Feature selection in mixture models

§Key Components

  • L1 Regularization: Promotes sparsity through LASSO penalty
  • L2 Regularization: Promotes stability through ridge penalty
  • Elastic Net: Combines L1 and L2 penalties
  • Group Lasso: Structured sparsity for grouped features

Structs§

ElasticNetGMM
ElasticNetGMMBuilder
ElasticNetGMMTrained
GroupLassoGMM
GroupLassoGMMBuilder
GroupLassoGMMTrained
L1RegularizedGMM
L1 Regularized Gaussian Mixture Model
L1RegularizedGMMBuilder
Builder for L1 Regularized GMM
L1RegularizedGMMTrained
Trained L1 Regularized GMM
L2RegularizedGMM
L2RegularizedGMMBuilder
L2RegularizedGMMTrained

Enums§

RegularizationType
Type of regularization to apply