@@ -305,13 +305,11 @@ The objective function to minimize is:
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.. math :: \underset{w}{min\,} { \frac{1}{2n_{samples}} ||X W - Y||_{Fro} ^ 2 + \alpha ||W||_{21}}
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- where;
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-
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- :math: `Fro` indicates the Frobenius norm:
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+ where :math: `Fro` indicates the Frobenius norm:
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.. math :: ||A||_{Fro} = \sqrt{\sum_{ij} a_{ij}^2}
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- and
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+ and :math: ` \ell _ 1 ` :math: ` \ell _ 2 ` reads:
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.. math :: ||A||_{2 1} = \sum_i \sqrt{\sum_j a_{ij}^2}
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@@ -366,18 +364,18 @@ Multi-task Elastic Net
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======================
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The :class: `MultiTaskElasticNet ` is an elastic-net model that estimates sparse
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- coefficients for multiple regression problems jointly: ``y `` is a 2D array,
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+ coefficients for multiple regression problems jointly: ``Y `` is a 2D array,
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of shape ``(n_samples, n_tasks) ``. The constraint is that the selected
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features are the same for all the regression problems, also called tasks.
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Mathematically, it consists of a linear model trained with a mixed
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- :math: `\ell _1 ` :math: `\ell _2 ` prior as regularizer.
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+ :math: `\ell _1 ` :math: `\ell _2 ` prior and :math: ` \ell _ 2 ` prior as regularizer.
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The objective function to minimize is:
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.. math ::
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- \underset {w }{min\, } { \frac {1 }{2 n_{samples}} ||X w - y ||_{Fro}^2 + \alpha \rho ||w ||_{2 1 } +
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- \frac {\alpha (1 -\rho )}{2 } ||w ||_{Fro}^2 }
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+ \underset {W }{min\, } { \frac {1 }{2 n_{samples}} ||X W - Y ||_{Fro}^2 + \alpha \rho ||W ||_{2 1 } +
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+ \frac {\alpha (1 -\rho )}{2 } ||W ||_{Fro}^2 }
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The implementation in the class :class: `MultiTaskElasticNet ` uses coordinate descent as
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the algorithm to fit the coefficients.
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