skglm.experimental.SqrtQuadratic

class skglm.experimental.SqrtQuadratic

Unnormalized square root quadratic datafit.

The datafit reads:

`||y - Xw||_2`

__init__()

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 z to subdiff of ||y - .
value(y, w, Xw)	Value of datafit at vector w.