Regularizers

Regularizers

These are the regularizers made available by ERM to users. See the corresponding usage page to understand how and when to use these functions.

EmpiricalRiskMinimization.L1Reg — Type.

L1Reg() constructs the L1 regularizer. Use with Model()

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EmpiricalRiskMinimization.L2Reg — Type.

L2Reg() constructs the L2 regularizer. Use with Model()

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EmpiricalRiskMinimization.NonnegReg — Type.

NonnegReg() is the nonnegative regularizer. Use with Model()

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EmpiricalRiskMinimization.SqrtReg — Type.

SqrtReg() computes the square root regularizer sqrt(abs(x_i)). Use with Model()

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