tick.prox.ProxElasticNet

class tick.prox.ProxElasticNet(strength: float, ratio: float, range: tuple = None, positive=False)[source]

Proximal operator of the ElasticNet regularization.

Parameters:

strength : float

Level of ElasticNet regularization

range : tuple of two int, default=`None`

Range on which the prox is applied. If None then the prox is applied on the whole vector

ratio : float, default=0

The ElasticNet mixing parameter, with 0 <= ratio <= 1. For ratio = 0 this is ridge (L2) regularization For ratio = 1 this is lasso (L1) regularization For 0 < ratio < 1, the regularization is a linear combination of L1 and L2.

positive : bool, default=`False`

If True, apply the penalization together with a projection onto the set of vectors with non-negative entries

Attributes:

dtype : {'float64', 'float32'}

Type of the arrays used.

Examples using tick.prox.ProxElasticNet

../../_images/plot_prox_example.png

Examples of proximal operators

../../_images/plot_svrg_with_auto_step.png

Automatic step choice

../../_images/plot_asynchronous_stochastic_solver.png

Asynchronous stochastic solver

../../_images/plot_solver_comparison.png

plot_solver_comparison.py