Commit 210bb301 authored by Davis King's avatar Davis King

updated docs

parent 4e611589
...@@ -504,11 +504,12 @@ subject to the following constraint: ...@@ -504,11 +504,12 @@ subject to the following constraint:
This function solves the following quadratic program: This function solves the following quadratic program:
<pre> <pre>
Minimize: f(alpha,lambda) == 0.5*trans(alpha)*Q*alpha - trans(alpha)*b + Minimize: f(alpha,lambda) == 0.5*trans(alpha)*Q*alpha - trans(alpha)*b +
0.5*trans(lambda)*lambda - trans(lambda)*A*alpha 0.5*trans(lambda)*lambda - trans(lambda)*A*alpha - trans(lambda)*d
subject to the following constraints: subject to the following constraints:
sum(alpha) == C sum(alpha) == C
min(alpha) >= 0 min(alpha) >= 0
min(lambda) >= 0 min(lambda) >= 0
max(lambda) <= max_lambda
Where f is convex. This means that Q should be positive-semidefinite. Where f is convex. This means that Q should be positive-semidefinite.
</pre> </pre>
...@@ -742,6 +743,13 @@ Or it can alternatively solve: ...@@ -742,6 +743,13 @@ Or it can alternatively solve:
Where prior is a user supplied vector and R(w) has the same Where prior is a user supplied vector and R(w) has the same
interpretation as above. interpretation as above.
Or it can use the elastic net regularizer:
Minimize: f(w) == 0.5*(1-lasso_lambda)*length_squared(w) + lasso_lambda*sum(abs(w)) + C*R(w)
Where lasso_lambda is a number in the range [0, 1) and controls
trade-off between doing L1 and L2 regularization. R(w) has the same
interpretation as above.
</pre> </pre>
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