This Julia package provides a collection of predictors and loss functions, mainly to support the implementation of (regularized) empirical risk minimization methods.
Currently, the following higher-level packages are depending on EmpiricalRisks:
This package provides basic components for implementing regularized empirical risk minimization:
u = f(x; θ)
For each (consistent) combination of loss function and prediction model (which together are referred to as a risk model), we provide methods to compute the total risk and the gradient w.r.t. the parameter.
[x] squared L2
[x] elastic net (L1 + squared L2)
Remarks: All functions in this package are carefully optimized and tested.
Here is the Detailed Documentation.
3 months ago