Add L1-L2 (ElasticNet) regularization

saniul · May 10, 2015 · 9a08390 · 9a08390
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diff --git a/docs/sources/regularizers.md b/docs/sources/regularizers.md
@@ -15,3 +15,4 @@ model.add(Dense(64, 64, W_regularizer = l2(.01)))
 
 - __l1__(l=0.01): L1 regularization penalty, also known as LASSO
 - __l2__(l=0.01): L2 regularization penalty, also known as weight decay, or Ridge
+- __l1l2__(l1=0.01, l2=0.01): L1-L2 regularization penalty, also known as ElasticNet
diff --git a/keras/regularizers.py b/keras/regularizers.py
@@ -15,5 +15,12 @@ def l2wrap(g, p):
         return g
     return l2wrap
 
+def l1l2(l1=.01, l2=.01):
+    def l1l2wrap(g, p):
+        g += T.sgn(p) * l1
+        g += p * l2
+        return g
+    return l1l2wrap
+
 def identity(g, p):
     return g
Original file line number	Diff line number	Diff line change
Expand Up		@@ -15,3 +15,4 @@ model.add(Dense(64, 64, W_regularizer = l2(.01)))

		- __l1__(l=0.01): L1 regularization penalty, also known as LASSO
		- __l2__(l=0.01): L2 regularization penalty, also known as weight decay, or Ridge
		- __l1l2__(l1=0.01, l2=0.01): L1-L2 regularization penalty, also known as ElasticNet