Standard Regularizations

Standard Regularizations#

Classical regularization methods for parameter penalization and constraint enforcement. These regularizations add penalty terms to the loss function to encourage desired properties like sparsity (L1), smoothness (L2), or structural constraints (orthogonality, spectral norms). Use with Param to automatically include regularization losses in training objectives.

Regularization

Abstract base class for parameter regularization.

L1Reg

L1 (Lasso) regularization.

L2Reg

L2 (Ridge) regularization.

ElasticNetReg

Elastic Net regularization (combination of L1 and L2).

HuberReg

Huber regularization (robust regularization).

GroupLassoReg

Group Lasso regularization.

TotalVariationReg

Total Variation regularization.

MaxNormReg

Max Norm regularization (soft constraint).

EntropyReg

Entropy regularization.

OrthogonalReg

Orthogonal regularization.

SpectralNormReg

Spectral Norm regularization.

ChainedReg

Composite regularization that chains multiple regularizations together.

Prior Distribution-Based Regularizations#

Probabilistic regularizations based on prior distributions for Bayesian-inspired parameter estimation. These regularizations encode domain knowledge or assumptions about parameter distributions (Gaussian, heavy-tailed, bounded, etc.). Particularly useful for variational inference, maximum a posteriori (MAP) estimation, and uncertainty quantification. Each regularization implements loss(), sample_init(), and reset_value() for prior-based parameter initialization.

GaussianReg

Gaussian prior regularization.

StudentTReg

Student's t-distribution prior regularization.

CauchyReg

Cauchy prior regularization.

UniformReg

Uniform prior regularization (soft bounded constraint).

BetaReg

Beta prior regularization (for parameters in [0, 1]).

LogNormalReg

Log-normal prior regularization (for positive parameters).

ExponentialReg

Exponential prior regularization (for positive parameters).

GammaReg

Gamma prior regularization (for positive parameters).

InverseGammaReg

Inverse-Gamma prior regularization (for variance parameters).

LogUniformReg

Log-uniform (Jeffreys) prior regularization (scale-invariant).

HorseshoeReg

Horseshoe prior regularization (strong sparsity with heavy tails).

SpikeAndSlabReg

Spike-and-slab prior regularization (variable selection).

DirichletReg

Dirichlet prior regularization (for probability simplexes).