void
L2<Model, Hessian>::hessian(
const model_type &model,
const double &lambda,
hessian_type &hessian)
{
int n = model.rows();
hessian += lambda * hessian.Identity(n, n);
hessian(n-1, n-1) -= lambda;
}
void
L2<Model, Hessian>::gradient(
const model_type &model,
const double &lambda,
model_type &gradient)
{
Index i;
for (i = 0; i < model.rows()-1; i++)
gradient(i) += lambda * model(i);
}
double
L2<Model, Hessian>::loss(
const model_type &model,
const double &lambda)
{
Index i;
double s = 0.;
for (i = 0; i < model.rows()-1; i++)
s += model(i) * model(i);
return lambda * s / 2.;
}