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DPpack (version 0.2.0)

regularizer.l2: l2 Regularizer

Description

This function implements the l2 regularizer in the form required by EmpiricalRiskMinimizationDP.CMS and EmpiricalRiskMinimizationDP.KST.

Usage

regularizer.l2(coeff)

Value

Regularizer value at the given coefficient vector.

Arguments

coeff

Vector or matrix of coefficients or weights.

Examples

Run this code
  coeff <- c(0.5,-1,2)
  regularizer.l2(coeff)

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