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minor doc improvements (#137)
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ablaom authored Jan 20, 2023
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10 changes: 8 additions & 2 deletions README.md
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This is a package gathering functionalities to solve a number of generalised linear regression/classification problems which, inherently, correspond to an optimisation problem of the form

```
L(y, ) + P(θ)
L(y, X*θ) + P(θ)
```

where `L` is a loss function and `P` is a penalty function (both of those can be scaled or composed).
where:

- `L` is a loss function
- `X` is the `n` x `p` matrix of training observations
- `θ` the length `p` vector of weights to be optimized
- `P` is a penalty function

Additional regression/classification methods which do not directly correspond to this formulation may be added in the future.

The core aims of this package are:
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2 changes: 1 addition & 1 deletion docs/src/index.md
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* ``y`` is the **target** or **response**, a vector of length ``n`` either of real values (_regression_) or integers (_classification_),
* ``X`` is the **design** or **feature** matrix, a matrix of real values of size ``n \times p`` where ``p`` is the number of _features_ or _dimensions_,\
* ``\theta`` is a vector of ``p`` real valued coefficients to determine,
* ``L`` is a **loss function**, a pre-determined function of ``\mathbb R^n`` to ``\mathbb R^+`` penalising the amplitude of the _residuals_ in a specific way,
* ``L`` is a **loss function**, a pre-determined function of ``\mathbb R^n \times \mathbb R^n`` to ``\mathbb R^+`` penalising the amplitude of the _residuals_ in a specific way,
* ``P`` is a **penalty function**, a pre-determined function of ``\mathbb R^n`` to ``\mathbb R^+`` penalising the amplitude of the _coefficients_ in a specific way.

A well known example is the [Ridge regression](https://en.wikipedia.org/wiki/Tikhonov_regularization) where the objective is to minimise:
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