Package functions

source code

Created on Tue Jan 21 14:54:28 2014

Author: Tommy Löfstedt

License: BSD 3-clause.

Submodules

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parsimony.functions.combinedfunctions: The :mod:`parsimony.functions.objectives.functions` module contains ready-made common combinations of loss functions and penalties that can be used right away to analyse real data.
parsimony.functions.losses: The :mod:`parsimony.functions.losses` module contains the loss functions used throughout the package.
parsimony.functions.multiblock: Created on Tue Jan 21 14:54:28 2014
- parsimony.functions.multiblock.combinedfunctions: Created on Tue Jan 21 14:54:28 2014
- parsimony.functions.multiblock.losses: The :mod:`parsimony.functions.losses` module contains multiblock loss functions.
- parsimony.functions.multiblock.properties: The :mod:`parsimony.functions.properties` module contains properties that describes the functionality of the multiblock functions.
parsimony.functions.nesterov: Created on Mon Feb 3 11:32:00 2014
- parsimony.functions.nesterov.gl: The :mod:`parsimony.functions.nesterov.gl` module contains the loss function and helper functions for overlapping Group lasso, GL, smoothed using Nesterov's technique.
- parsimony.functions.nesterov.grouptv: The :mod:`parsimony.functions.nesterov.grouptv` module contains the loss function and helper functions for group Total variation, Group TV, smoothed using Nesterov's smoothing technique.
- parsimony.functions.nesterov.l1: The :mod:`parsimony.functions.nesterov.L1` module contains the loss function for the L1 penalty, smoothed using Nesterov's technique.
- parsimony.functions.nesterov.l1tv: The :mod:`parsimony.functions.nesterov.L1TV` module contains the loss function for the L1 + TV penalty, smoothed together using Nesterov's technique.
- parsimony.functions.nesterov.properties: The :mod:`parsimony.functions.nesterov.properties` module contains the necessary properties for Nesterov functions.
- parsimony.functions.nesterov.tv: The :mod:`parsimony.functions.nesterov.tv` module contains the loss function and helper functions for Total variation, TV, smoothed using Nesterov's technique.
parsimony.functions.penalties: The :mod:`parsimony.functions.penalties` module contains the penalties used to constrain the loss functions.
parsimony.functions.properties: The :mod:`parsimony.functions.properties` module contains base classes that are used to assign properties, i.e.

Classes

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CombinedFunction
Combines one or more loss functions, any number of penalties and zero or one proximal operator.

LinearRegressionL1L2TV
Combination (sum) of LinearRegression, L1, L2 and TotalVariation.

LinearRegressionL1L2GL
Combination (sum) of RidgeRegression, L1 and Overlapping Group Lasso.

LogisticRegressionL1L2TV
Combination (sum) of RidgeLogisticRegression, L1 and TotalVariation.

LogisticRegressionL1L2GL
Combination (sum) of RidgeLogisticRegression, L1 and TotalVariation.

LinearRegressionL2SmoothedL1TV
Combination (sum) of Linear Regression, L2 and simultaneously smoothed L1 and TotalVariation.

AugmentedLinearRegressionL1L2TV
Combination (sum) of LinearRegression, L1, L2 and 1D TotalVariation with a linear constraint.

PrincipalComponentAnalysisL1TV
Combination (sum) of PCA (Variance), L1 and TotalVariation

Variables

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__package__ = 'parsimony.functions'