skglm.experimental.SqrtQuadratic#
- class skglm.experimental.SqrtQuadratic[source]#
Unnormalized square root quadratic datafit.
The datafit reads:
`||y - Xw||_2`Methods
__init__()get_spec()Specify the numba types of the class attributes.
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.
params_to_dict()Get the parameters to initialize an instance of the class.
prox(w, step, y)Prox of ``step * ||y - .
prox_conjugate(z, step, y)Prox of ``step * ||y - .
raw_grad(y, Xw)Compute gradient of datafit w.r.t
Xw.raw_hessian(y, Xw)Diagonal matrix upper bounding the Hessian.
subdiff_distance(Xw, z, y)Distance of
zto subdiff of ||y - .value(y, w, Xw)Value of datafit at vector w.