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lines changed Original file line number Diff line number Diff line change 1- ## Benchmark repository for ridge regularized Huber minimization
1+ ## Benchmark repository for elastic net regularized Huber minimization
22
3- The ridge regularized Huber minimization (RidgeHuber ) solves the following optimization problem:
3+ The elastic net regularized Huber minimization (ElasticHuber ) solves the following optimization problem:
44
55``` math
66\min_{\mathbf{\beta}} \frac{1}{n} \sum_{i=1}^n H_\kappa( y_i - \mathbf{x}_i^\intercal \mathbf{\beta} ) + \lambda_1 \| \mathbf{\beta} \|_1 + \frac{\lambda_2}{2} \| \mathbf{\beta} \|_2^2,
@@ -16,7 +16,7 @@ where $H_\kappa(\cdot)$ is the Huber loss with a given parameter $\kappa$:
1616 \end{cases}
1717\end{equation*}
1818```
19- In this case, the RidgeHuber can be rewritten as a ReHLine optimization with
19+ In this case, the ElasticHuber can be rewritten as a ReHLine optimization with
2020``` math
2121\mathbf{S} \leftarrow
2222\begin{pmatrix}
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