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OpenDAS
dlib
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210bb301
Commit
210bb301
authored
Feb 22, 2016
by
Davis King
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updated docs
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4e611589
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docs/docs/optimization.xml
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210bb301
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@@ -504,11 +504,12 @@ subject to the following constraint:
This function solves the following quadratic program:
<pre>
Minimize: f(alpha,lambda) == 0.5*trans(alpha)*Q*alpha - trans(alpha)*b +
0.5*trans(lambda)*lambda - trans(lambda)*A*alpha
0.5*trans(lambda)*lambda - trans(lambda)*A*alpha
- trans(lambda)*d
subject to the following constraints:
sum(alpha) == C
min(alpha) >= 0
min(lambda) >= 0
max(lambda)
<
= max_lambda
Where f is convex. This means that Q should be positive-semidefinite.
</pre>
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@@ -742,6 +743,13 @@ Or it can alternatively solve:
Where prior is a user supplied vector and R(w) has the same
interpretation as above.
Or it can use the elastic net regularizer:
Minimize: f(w) == 0.5*(1-lasso_lambda)*length_squared(w) + lasso_lambda*sum(abs(w)) + C*R(w)
Where lasso_lambda is a number in the range [0, 1) and controls
trade-off between doing L1 and L2 regularization. R(w) has the same
interpretation as above.
</pre>
<br/>
<br/>
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