Sharp Loss Function
Exact loss function without gradients
Usage
loss_sharp(alpha, X, Y, epsilon, lambda1 = 0, lambda2 = 0, weight = NULL)
Arguments
- alpha
The vector to calculate loss for
- X
The data matrix
- Y
The response vector
- epsilon
The acceptable error
- lambda1
The L1 regulariser (default: 0)
- lambda2
The L2 regulariser (default: 0)
- weight
weight vector (default: NULL)