1 #ifndef STATISTICS_ONLINE_LASSO_H 2 #define STATISTICS_ONLINE_LASSO_H 5 #include <KrisLibrary/math/LDL.h> 25 void SetPrior(
const Vector& coeffs,
int strength);
26 void AddPoint(
const Vector& data,Real outcome);
30 std::vector<Real> weightPolynomial;
Contains all definitions in the statistics directory.
Definition: BernoulliDistribution.h:6
Basic statistical utilities.
Stochastic estimation of solution to y = A x via a LASSO-like procedure min_x ||b-A x||^2 + alpha*||x...
Definition: OnlineLASSO.h:22