skglm.datafits.QuadraticGroup

class skglm.datafits.QuadraticGroup(grp_ptr, grp_indices)

Quadratic datafit used with group penalties.

The datafit reads:

`1 / (2 xx n_"samples") ||y - Xw||_2 ^ 2`

Attributes:

grp_indicesarray, shape (n_features,)

The group indices stacked contiguously ([grp1_indices, grp2_indices, …]).

grp_ptrarray, shape (n_groups + 1,)

The group pointers such that two consecutive elements delimit the indices of a group in grp_indices.

__init__(grp_ptr, grp_indices)

Methods

__init__(grp_ptr, grp_indices)
get_lipschitz(X, y)
get_lipschitz_sparse(X_data, X_indptr, ...)
get_spec()	Specify the numba types of the class attributes.
gradient_g(X, y, w, Xw, g)
gradient_g_sparse(X_data, X_indptr, ...)
gradient_scalar(X, y, w, Xw, j)
gradient_scalar_sparse(X_data, X_indptr, ...)
initialize(X, y)	Pre-computations before fitting on X and y.
initialize_sparse(X_data, X_indptr, X_indices, y)	Pre-computations before fitting on X and y when X is a sparse matrix.
intercept_update_step(y, Xw)
params_to_dict()	Get the parameters to initialize an instance of the class.
value(y, w, Xw)	Value of datafit at vector w.