sparse_ho.criterion.HeldOutMSE

class sparse_ho.criterion.HeldOutMSE(idx_train, idx_val)

Held out loss for quadratic datafit.

Parameters

idx_train: ndarray

indices of the training set

idx_val: ndarray

indices of the validation set

__init__(idx_train, idx_val)

Methods

__init__(idx_train, idx_val)
get_val(model, X, y, log_alpha[, monitor, tol])	Get value of criterion.
get_val_grad(model, X, y, log_alpha, ...[, ...])	Get value and gradient of criterion.
get_val_outer(X, y, mask, dense)	Compute the MSE on the validation set.
proj_hyperparam(model, X, y, log_alpha)	Project hyperparameter on a range of admissible values.