class CoordDescentLasso extends AnyRef
The CoordDescentLasso class find the optimal parameters 'b' using Coordinate
Descent.
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Instance Constructors
- new CoordDescentLasso(x: MatriD, y: VectoD, lambda: Double = 0.1)
- x
the data/input matrix
- y
the response.output vector
- lambda
the regularization/shrinkage parameter
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- def fast_sthresh(v: Double, thr: Double): Double
Return the fast soft thresholding function.
Return the fast soft thresholding function.
- v
the value to threshold
- thr
the threshold
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- val lambda: Double
- def lasso_coord(b: VectoD, j: Int): Double
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- def optimize(): VectoD
Optimize ...
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