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L1 and L2 penalty coxph #158

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Cesco16 opened this issue Apr 19, 2023 · 1 comment
Open

L1 and L2 penalty coxph #158

Cesco16 opened this issue Apr 19, 2023 · 1 comment

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@Cesco16
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Cesco16 commented Apr 19, 2023

Hi,

thank you very much for this amazing package!
Is there a way to add L1 and L2 penalty to coxph loss?
Thank you in advance!

@shahidhaider-altis
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L2 weight decay is already added if you use an Adam Optimizer

If you want to implement L1, I have found the torchlayers library makes this possible

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