skprox._pgd

Module Contents

Classes

_PGDMixin

This class will be used by all proximal gradient descent algorithms.

Attributes

PROXIMAL_OPERATORS
PROXIMAL_PARAMS

skprox._pgd.PROXIMAL_OPERATORS

skprox._pgd.PROXIMAL_PARAMS

class skprox._pgd._PGDMixin

This class will be used by all proximal gradient descent algorithms.

We would like it to flexibly allow for different gradient descent algorithms including gradient descent with momentum, Nesterov’s accelerated gradient descent, and stochastic gradient descent.

_proximal_gradient_descent(X, y, coef_)

This is the main proximal gradient descent algorithm.

abstract _compute_gradient(X, y, coef_)

abstract _objective(X, y, coef_)