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• ElasticNetOptimizer.java

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com.etsy.conjecture.model.ElasticNetOptimizer Maven / Gradle / Ivy

package com.etsy.conjecture.model;

import com.etsy.conjecture.data.*;

public class ElasticNetOptimizer extends SGDOptimizer implements LazyVector.UpdateFunction {

    @Override
    public StringKeyedVector getUpdate(LabeledInstance instance) {
        StringKeyedVector gradients = model.getGradients(instance);
        double learningRate = getDecreasingLearningRate(model.epoch);
        gradients.mul(-learningRate);
        return gradients;
    }

}