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1 parent 76d763b commit aa7a6fcCopy full SHA for aa7a6fc
sklearn/linear_model/coordinate_descent.py
@@ -1613,13 +1613,13 @@ class MultiTaskElasticNet(Lasso):
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The optimization objective for MultiTaskElasticNet is::
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- (1 / (2 * n_samples)) * ||Y - XW||^Fro_2
+ (1 / (2 * n_samples)) * ||Y - XW||_Fro^2
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+ alpha * l1_ratio * ||W||_21
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+ 0.5 * alpha * (1 - l1_ratio) * ||W||_Fro^2
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Where::
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- ||W||_21 = \\sum_i \\sqrt{\\sum_j w_{ij}^2}
+ ||W||_21 = sum_i sqrt(sum_j w_ij ^ 2)
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i.e. the sum of norm of each row.
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