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This function implements the l2 regularizer in the form required by EmpiricalRiskMinimizationDP.CMS and EmpiricalRiskMinimizationDP.KST.
EmpiricalRiskMinimizationDP.CMS
EmpiricalRiskMinimizationDP.KST
regularizer.l2(coeff)
Regularizer value at the given coefficient vector.
Vector or matrix of coefficients or weights.
coeff <- c(0.5,-1,2) regularizer.l2(coeff)
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