spams::FISTA::Lasso< T > Class Template Reference

#include <fista.h>

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Detailed Description

template<typename T>
class spams::FISTA::Lasso< T >

Definition at line 1075 of file fista.h.

Public Member Functions
T	eval (const Vector< T > &x) const
void	fenchel (const Vector< T > &input, T &val, T &scal) const
virtual bool	is_subgrad () const
	Lasso (const ParamReg< T > &param)
void	prox (const Vector< T > &x, Vector< T > &y, const T lambda)
virtual void	sub_grad (const Vector< T > &input, Vector< T > &output) const
virtual	~Lasso ()
Public Member Functions inherited from spams::FISTA::Regularizer< T >
virtual T	eval_dual_norm (const Vector< T > &x) const
virtual T	eval_dual_norm_paths (const Vector< T > &x, SpMatrix< T > &path) const
virtual T	eval_paths (const Vector< T > &x, SpMatrix< T > &paths_mat) const
virtual bool	is_fenchel () const
virtual bool	is_intercept () const
	Regularizer ()
	Regularizer (const ParamReg< T > &param)
virtual void	reset ()
virtual	~Regularizer ()

Additional Inherited Members
Protected Attributes inherited from spams::FISTA::Regularizer< T >
bool	_intercept
bool	_pos

Constructor & Destructor Documentation

template<typename T >

spams::FISTA::Lasso< T >::Lasso ( const ParamReg< T > &  param )

inline

Definition at line 1077 of file fista.h.

template<typename T >

virtual spams::FISTA::Lasso< T >::~Lasso ( )

inlinevirtual

Definition at line 1078 of file fista.h.

Member Function Documentation

template<typename T >

T spams::FISTA::Lasso< T >::eval ( const Vector< T > &  x ) const

inlinevirtual

Implements spams::FISTA::Regularizer< T >.

Definition at line 1086 of file fista.h.

References spams::abs(), spams::Vector< T >::asum(), and spams::Vector< T >::n().

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template<typename T >

void spams::FISTA::Lasso< T >::fenchel ( const Vector< T > &  input, T &  val, T &  scal  ) const

inlinevirtual

returns phi^star( input ) and ouput=input if the fenchel is unconstrained returns 0 and scale input such that phi^star(output)=0 otherwise

Implements spams::FISTA::Regularizer< T >.

Definition at line 1089 of file fista.h.

References spams::Vector< T >::copy(), EPSILON, spams::Vector< T >::fmaxval(), INFINITY, spams::Vector< T >::n(), and spams::Vector< T >::thrsPos().

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template<typename T >

virtual bool spams::FISTA::Lasso< T >::is_subgrad ( ) const

inlinevirtual

Reimplemented from spams::FISTA::Regularizer< T >.

Definition at line 1098 of file fista.h.

template<typename T >

void spams::FISTA::Lasso< T >::prox ( const Vector< T > &  x, Vector< T > &  y, const T  lambda  )

inlinevirtual

Implements spams::FISTA::Regularizer< T >.

Definition at line 1080 of file fista.h.

References spams::Vector< T >::copy(), spams::Vector< T >::n(), spams::Vector< T >::softThrshold(), and spams::Vector< T >::thrsPos().

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template<typename T >

virtual void spams::FISTA::Lasso< T >::sub_grad ( const Vector< T > &  input, Vector< T > &  output  ) const

inlinevirtual

Reimplemented from spams::FISTA::Regularizer< T >.

Definition at line 1099 of file fista.h.

References spams::Vector< T >::n(), and spams::Vector< T >::resize().

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The documentation for this class was generated from the following file:

• ThirdParty/Spams/include/fista.h