Scikit-Learn
52
Following is the objective function to minimize:
min
𝑤
1
2𝑛
𝑠𝑎𝑚𝑝𝑙𝑒𝑠
||𝑋
𝑤
− 𝑦||
𝐹𝑟𝑜
2
+ 𝛼𝜌||𝑤||
21
+
𝛼(1 − 𝜌)
2
||𝑤||
𝐹𝑟𝑜
2
As in MultiTaskLasso, here also, Fro indicates the Frobenius norm:
||𝐴||
𝐹𝑟𝑜
= √∑ 𝑎
𝑖𝑗
2
𝑖𝑗
And L1L2 leads to the following:
||𝐴||
21
= ∑ √∑ 𝑎
𝑖𝑗
2
𝑗
𝑖
The
parameters
and the
attributes
for
MultiTaskElasticNet
are like that of
ElasticNet
.
The only difference is in li_ratio i.e. ElasticNet mixing parameter. In
MultiTaskElasticNet
its range is 0 < l1_ratio < = 1. If l1_ratio = 1, the penalty would be L1/L2 penalty. If
l1_ratio = 0, the penalty would be an L2 penalty. If the value of l1 ratio is between 0 and
1, the penalty would be the combination of L1/L2 and L2.
And, opposite to
Dostları ilə paylaş: