Regularization

Regularization#

Regularization Using L2 Norm#

title Abstract Model of Regularization Using L2 Norm interface explicit_regularized_solver_base<Data> { + using data_type = Data + using scalar_type = data_type::Scalar + solve(param: scalar_type, solution: data_type&) + residual_norm(param: scalar_type) : scalar_type + regularization_term(param: scalar_type) : scalar_type + first_derivative_of_residual_norm(param: scalar_type) : scalar_type + first_derivative_of_regularization_term(param: scalar_type) : scalar_type + second_derivative_of_residual_norm(param: scalar_type) : scalar_type + second_derivative_of_regularization_term(param: scalar_type) : scalar_type + sum_of_filter_factor(param: scalar_type) : scalar_type + data_size() : index_type + param_search_region() : pair<scalar_type, scalar_type> + l_curve_curvature(param: scalar_type) : scalar_type + gcv(param: scalar_type) : scalar_type } class tikhonov<Coeff, Data> { + using coeff_type = Coeff + compute(coeff: const coeff_type&, data: const data_type&) } explicit_regularized_solver_base <|-- tikhonov class full_gen_tikhonov<Coeff, Data> { + using coeff_type = Coeff + compute(coeff: const coeff_type&, data: const data_type&, reg_coeff: const coeff_type&) } explicit_regularized_solver_base <|-- full_gen_tikhonov full_gen_tikhonov o-left- tikhonov interface explicit_param_searcher_base<Solver> { + using solver_type = Solver + using scalar_type = Solver::scalar_type + using data_type = Solver::data_type + search() + opt_param() : scalar_type + solve(solution: data_type&) } explicit_param_searcher_base o-left- explicit_regularized_solver_base

Regularization Using L1 Norm#

title Abstract Model of Regularization Using L1 Norm interface implicit_regularized_solver_base<Data> { + using data_type = Data + using scalar_type = data_type::Scalar + solve(param: scalar_type, solution: data_type&) + residual_norm(param: scalar_type, solution: const data_type&) : scalar_type + regularization_term(param: scalar_type, solution: const data_type&) : scalar_type + data_size() : index_type + param_search_region() : pair<scalar_type, scalar_type> } class fista<Coeff, Data> { + using coeff_type = Coeff + compute(coeff: const coeff_type&, data: const data_type&) } implicit_regularized_solver_base <|-- fista interface implicit_param_searcher_base<Solver> { + using solver_type = Solver + using scalar_type = Solver::scalar_type + using data_type = Solver::data_type + search() + opt_param() : scalar_type + solve(solution: data_type&) } implicit_param_searcher_base o-left- implicit_regularized_solver_base