fixed a typo

shogun-toolbox · Dec 19, 2015 · fcc1a6a · fcc1a6a
1 parent b3dd119
commit fcc1a6a
Show file tree

Hide file tree

Showing 2 changed files with 31 additions and 7 deletions.
diff --git a/src/shogun/optimization/ElasticNetPenalty.h b/src/shogun/optimization/ElasticNetPenalty.h
@@ -45,6 +45,10 @@ namespace shogun
  * ElasticNet(w)= \lambda \| w \|_1 + (1.0-\lambda) \| w \|_2
  * \f]
  * where \f$\lambda\f$ is the l1_ratio.
+ *
+ * Reference:
+ * Zou, Hui, and Trevor Hastie. "Regularization and variable selection via the elastic net."
+ * Journal of the Royal Statistical Society: Series B (Statistical Methodology) 67.2 (2005): 301-320.
  */
 
 class ElasticNetPenalty: public SparsePenalty
@@ -83,6 +87,12 @@ class ElasticNetPenalty: public SparsePenalty
 		return penalty;
 	}
 
+	/** Return the gradient of the penalty wrt a target variable
+	 *
+	 * @param variable value of a target variable
+	 * @param gradient_of_variable unregularized/unpenalized gradient of the variable
+	 * @return the gradient of the penalty wrt the variable
+	 */
 	virtual float64_t get_penalty_gradient(float64_t variable,
 		float64_t gradient_of_variable)
 	{
@@ -92,11 +102,20 @@ class ElasticNetPenalty: public SparsePenalty
 		return grad;
 	}
 
-	virtual void set_rounding_eplison(float64_t eplison)
+	/** Set the rounding epslion for L1 penalty
+	 *
+	 * @param epslion rounding epslion
+	 *
+	 */
+	virtual void set_rounding_epslion(float64_t epslion)
 	{
-		m_l1_penalty->set_rounding_eplison(eplison);
+		m_l1_penalty->set_rounding_epslion(epslion);
 	}
 
+	/** Do proximal projection/operation in place
+	 * @param variable the raw variable
+	 * @param penalty_weight weight of the penalty
+	 */
 	virtual void update_variable_for_proximity(SGVector<float64_t> variable,
 		float64_t proximal_weight)
 	{
@@ -127,6 +146,11 @@ class ElasticNetPenalty: public SparsePenalty
 		m_l2_penalty->load_from_context(context);
 	}
 
+	/** Get the sparse variable
+	 * @param variable the raw variable
+	 * @param penalty_weight weight of the penalty
+	 * @return sparse value of the variable
+	 */
 	virtual float64_t get_sparse_variable(float64_t variable, float64_t penalty_weight)
 	{
 		check_ratio();

diff --git a/tests/unit/optimization/StochasticMinimizers_unittest.cc b/tests/unit/optimization/StochasticMinimizers_unittest.cc
@@ -1032,7 +1032,7 @@ TEST(L1PenaltyForTG, test1)
 	opt->set_penalty_weight(0.01);
 	L1Penalty* penalty_type=new L1PenaltyForTG();
 
-	penalty_type->set_rounding_eplison(0);
+	penalty_type->set_rounding_epslion(0);
 	opt->set_penalty_type(penalty_type);
 	opt->set_number_passes(1);
 	opt->set_learning_rate(rate);
@@ -1079,7 +1079,7 @@ TEST(L1PenaltyForTG, test2)
 
 	opt->set_penalty_weight(0.01);
 	L1Penalty* penalty_type=new L1PenaltyForTG();
-	penalty_type->set_rounding_eplison(0);
+	penalty_type->set_rounding_epslion(0);
 
 	opt->set_penalty_type(penalty_type);
 	opt->set_number_passes(1);
@@ -1104,7 +1104,7 @@ TEST(L1PenaltyForTG, test2)
 	opt2->set_gradient_updater(updater2);
 	opt2->set_penalty_weight(0.01);
 	L1Penalty* penalty_type2=new L1PenaltyForTG();
-	penalty_type2->set_rounding_eplison(0);
+	penalty_type2->set_rounding_epslion(0);
 
 	opt2->set_penalty_type(penalty_type2);
 	opt2->set_number_passes(1);
@@ -1225,7 +1225,7 @@ TEST(SMIDASMinimizer, test1)
 
 	opt->set_penalty_weight(0.01);
 	L1Penalty* penalty_type=new L1Penalty();
-	penalty_type->set_rounding_eplison(1e-8);
+	penalty_type->set_rounding_epslion(1e-8);
 	opt->set_penalty_type(penalty_type);
 	opt->set_number_passes(1);
 	opt->set_learning_rate(rate);
@@ -1250,7 +1250,7 @@ TEST(SMIDASMinimizer, test1)
 	opt2->set_mapping_function(mapping2);
 	opt2->set_penalty_weight(0.01);
 	L1Penalty* penalty_type2=new L1Penalty();
-	penalty_type2->set_rounding_eplison(1e-8);
+	penalty_type2->set_rounding_epslion(1e-8);
 	opt2->set_penalty_type(penalty_type2);
 	opt2->set_number_passes(1);
 	opt2->set_learning_rate(rate2);