Package parsimony :: Package functions :: Module properties :: Class LipschitzContinuousGradient

Class LipschitzContinuousGradient

object --+
         |
        LipschitzContinuousGradient

Known Subclasses:

Nested Classes

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__metaclass__
Metaclass for defining Abstract Base Classes (ABCs).

Instance Methods

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L(self)
Lipschitz constant of the gradient.

source code

approx_L(self, shape, max_iter=10000)
Monte Carlo approximation of the Lipschitz constant.

source code

Inherited from object: __delattr__, __format__, __getattribute__, __hash__, __init__, __new__, __reduce__, __reduce_ex__, __repr__, __setattr__, __sizeof__, __str__, __subclasshook__

Class Variables

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__abstractmethods__ = frozenset(['L'])

_abc_cache = <_weakrefset.WeakSet object at 0x30d8710>

_abc_negative_cache = <_weakrefset.WeakSet object at 0x30d8790>

_abc_negative_cache_version = 10

_abc_registry = <_weakrefset.WeakSet object at 0x30d8650>

Properties

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Inherited from object: __class__

Method Details

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L(self)

source code

Lipschitz constant of the gradient.

Decorators:

@abc.abstractmethod

approx_L(self, shape, max_iter=10000)

source code

Monte Carlo approximation of the Lipschitz constant.

Warning: This will not yield a good approximation within reasonable
time for very large data sets. Use only if you know what you are doing.

Parameters
----------
shape : List or tuple. Usually has the form (p, 1). The shape of the
        points which we draw randomly.