shrinkage.Slope
Shrinkage for Python · python · 0.2.0
Sorted L1 penalty with complete rank weights, including strength.
Supply one finite, nonnegative, nonincreasing weight per feature. Weights multiply coefficients sorted by decreasing magnitude. Equal weights give L1, and zero weights give no penalty. The supplied sequence is copied into an immutable tuple. The intercept is excluded.
weights
Source: packages/python/src/shrinkage/penalty.py
: __init__
Source: packages/python/src/shrinkage/penalty.py
-> None