skglm.penalties.L1_plus_L2#
- class skglm.penalties.L1_plus_L2(alpha, l1_ratio, positive=False)[source]#
`ell_1 + ell_2` penalty (aka ElasticNet penalty).
Methods
__init__
(alpha, l1_ratio[, positive])alpha_max
(gradient0)Return penalization value for which 0 is solution.
generalized_support
(w)Return a mask with non-zero coefficients.
get_spec
()Specify the numba types of the class attributes.
is_penalized
(n_features)Return a binary mask with the penalized features.
params_to_dict
()Get the parameters to initialize an instance of the class.
prox_1d
(value, stepsize, j)Compute the proximal operator (scaled soft-thresholding).
subdiff_distance
(w, grad, ws)Compute distance of negative gradient to the subdifferential at w.
value
(w)Compute the L1 + L2 penalty value.