Developer Guide for Intel® Data Analytics Acceleration Library 2019 Update 4
In
Intel DAAL, the objective function represents an interface of objective functions
, where
is a smooth and
is a non-smooth functions, that accepts input argument
and returns:
The value of objective function,
The value of
,
The gradient of
,
The Hessian of
,
The objective function specific projection of proximal operator (see [MSE, Log-Loss, Cross-Entropy] for details)
,
The objective function specific Lipschwitz constant,
.