1 file changed
+14
-6
lines changedLines changed: 14 additions & 6 deletions
@@ -867,12 +867,20 @@ following cost function:
867
867
.. math:: \min_{w} C \sum_{i=1}^n \left[-y_i \log(\hat{p}(X_i)) - (1 - y_i) \log(1 - \hat{p}(X_i))\right] + r(w).
868
868
869
869
870
-We currently provide four choices for the regularization term:
871
-
872
-#. `penalty=None` for :math:`r(w) = 0`
873
-#. `penalty=l1` for the pure :math:`\ell_1`-penalty :math:`r(w) = \|w\|_1`
874
-#. :math:`\ell_2,\, r(w) = \frac{1}{2}\|w\|_2^2 = \frac{1}{2}w^T w`
875
-#. ElasticNet, :math:`r(w) = \frac{1 - \rho}{2}w^T w + \rho \|w\|_1`
870
+We currently provide four choices for the regularization term :math:`r(w)` via
871
+the `penalty` argument:
872
+
873
++----------------+-------------------------------------------------+
874
+| penalty | :math:`r(w)` |
875
++================+=================================================+
876
+| `None` | :math:`0` |
877
++----------------+-------------------------------------------------+
878
+| :math:`\ell_1` | :math:`\|w\|_1` |
879
++----------------+-------------------------------------------------+
880
+| :math:`\ell_2` | :math:`\frac{1}{2}\|w\|_2^2 = \frac{1}{2}w^T w` |
881
++----------------+-------------------------------------------------+
882
+| `ElasticNet` | :math:`\frac{1 - \rho}{2}w^T w + \rho \|w\|_1` |
883
++----------------+-------------------------------------------------+
876
884
877
885
For ElasticNet, :math:`\rho` (which corresponds to the `l1_ratio` parameter)
878
886
controls the strength of :math:`\ell_1` regularization vs. :math:`\ell_2`
0 commit comments