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SemParamsPenalty loss term for flexible regularization#328

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alyst wants to merge 6 commits into
StructuralEquationModels:develfrom
alyst:generic_regularization
Open

SemParamsPenalty loss term for flexible regularization#328
alyst wants to merge 6 commits into
StructuralEquationModels:develfrom
alyst:generic_regularization

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@alyst

@alyst alyst commented Jun 13, 2026

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  • single term to handle ridge/lasso/elasticnet and more
  • support for hinge penalties
  • allow l^alpha for any alpha
  • allow affine transform of parameters before regularization
  • SemSpec rather then SemImplied in ctor

@codecov

codecov Bot commented Jun 13, 2026

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Codecov Report

❌ Patch coverage is 86.18421% with 21 lines in your changes missing coverage. Please review.
✅ Project coverage is 73.34%. Comparing base (1f8d2a9) to head (7a485d3).
⚠️ Report is 122 commits behind head on devel.

Files with missing lines Patch % Lines
src/additional_functions/sparse_utils.jl 53.84% 18 Missing ⚠️
src/loss/regularization/params_penalty.jl 97.16% 3 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##            devel     #328      +/-   ##
==========================================
+ Coverage   71.83%   73.34%   +1.50%     
==========================================
  Files          51       58       +7     
  Lines        2223     2604     +381     
==========================================
+ Hits         1597     1910     +313     
- Misses        626      694      +68     

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@alyst alyst force-pushed the generic_regularization branch from 0b690cd to 3b2e1f7 Compare June 13, 2026 06:54
@alyst

alyst commented Jun 13, 2026

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@Maximilian-Stefan-Ernst It should be ready for review

Alexey Stukalov and others added 6 commits June 13, 2026 13:49
use sparse utils in RAMMatrices
- single term to handle ridge/lasso/elasticnet and more
- support for hinge penalties
- allow l^alpha for any alpha
- allow affine transform of parameters before regularization
- SemSpec rather then SemImplied in ctor
@alyst alyst force-pushed the generic_regularization branch from 3b2e1f7 to 7a485d3 Compare June 13, 2026 20:49
@alyst

alyst commented Jun 13, 2026

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@Maximilian-Stefan-Ernst I've added some convenience functions for working with parameters and model-derived sparse matrices that I have forgotten to cherry-pick.
I have also updated the regularization documentation with the new regularization terms.

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