I'm sorry it should just be
[image: \frac{\omega_{j}\sum_{i = 1}^n(X_{i}^j)^2 - \alpha + \sum_{i = 1}^n
(y_{i} - X'\omega)(X_{j}^i)}{\sum_{i = 1}^n (X_{i}^j)^2+ \beta}]
in the first equation
On Wed, Feb 5, 2014 at 10:27 AM, Manoj Kumar <[email protected]
> wrote:
> Hi,
>
> I went through the enet_coordinate_descent function in cd_fast.pyx. I have
> some questions which are noobish but I'll go ahead and ask them anyway.
>
> It seems in L176 in each cycle, each omega_j is updated as
>
> [image: \frac{\omega_{j}\sum_{i = 1}^n(X_{i}^j)^2 - \alpha + \sum_{i =
> 1}^n (y_{i} - X'\omega)(X_{j}^i)}{\sum_{i = 1}^n X_{i}^j+ \beta}]
> ...1]
>
> when the term other than alpha in the numerator is greater than, alpha
> (correct me if I'm wrong)
>
>
>
> When I went through the wikipedia article, and from my previous knowledge,
> don't we just do partial derivative of the cost function with respect to
> omega_{j} and equate it to zero for one cycle of iterations.
>
>
> The cost function is
> 1 norm(y - X w, 2)^2 + alpha norm(w, 1) + beta norm(w, 2)^2
> - ----
> 2 2
>
> If we differentiate this with respect to w and equate to zero, shouldn't
> we get something like
>
> [image: -\frac{\alpha + \sum_{i = 1}^n (y_{i} - X'\omega)(X_{j}^i)}{\beta}]
>
> I don't understand where I am going wrong
>
>
>
>
>
>
>
--
Regards,
Manoj Kumar,
Mech Undergrad
http://manojbits.wordpress.com
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