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Elastic Net Regularizer #49
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7f457f0
create regularizer base class, elastic net regularization, update rea…
postelrich e38cefb
vectorize proximal operator for elastic net
postelrich aba2bca
fix l2, write tests for regularizers
postelrich 0fe6a30
add tests for elastic net
postelrich 3adf07d
Merge branch 'master' into master
postelrich 3e28031
fix flake, change to string
postelrich 1c0cc92
Merge branch 'master' of github.com:postelrich/dask-glm
postelrich 995a4dc
use base regularizer class to retrieve subclasses via string.
postelrich a561e3c
add tests for get
postelrich b58bfc0
fix docstrings, add hessian for l1.
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Original file line number | Diff line number | Diff line change |
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@@ -9,7 +9,7 @@ | |
from dask_glm.algorithms import (newton, bfgs, proximal_grad, | ||
gradient_descent, admm) | ||
from dask_glm.families import Logistic, Normal, Poisson | ||
from dask_glm.regularizers import L1, L2 | ||
from dask_glm.regularizers import Regularizer | ||
from dask_glm.utils import sigmoid, make_y | ||
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@@ -89,7 +89,7 @@ def test_basic_unreg_descent(func, kwargs, N, nchunks, family): | |
@pytest.mark.parametrize('nchunks', [1, 10]) | ||
@pytest.mark.parametrize('family', [Logistic, Normal, Poisson]) | ||
@pytest.mark.parametrize('lam', [0.01, 1.2, 4.05]) | ||
@pytest.mark.parametrize('reg', [L1, L2]) | ||
@pytest.mark.parametrize('reg', [r() for r in Regularizer.__subclasses__()]) | ||
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Nice. |
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def test_basic_reg_descent(func, kwargs, N, nchunks, family, lam, reg): | ||
beta = np.random.normal(size=2) | ||
M = len(beta) | ||
|
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I'll be sad to see this line go, but 👍