Developer Guide and Reference

  • 2021.2
  • 03/26/2021
  • Public Content

Objective Function

In oneDAL, the objective function represents an interface of objective functions LaTex Math image., where LaTex Math image. is a smooth and LaTex Math image. is a non-smooth functions, that accepts input argument LaTex Math image. and returns:
  • The value of objective function, LaTex Math image.
  • The value of LaTex Math image., LaTex Math image.
  • The gradient of LaTex Math image.:
    LaTex Math image.
  • The Hessian of LaTex Math image.:
  • The objective function specific projection of proximal operator (see [MSE, Log-Loss, Cross-Entropy] for details):
    LaTex Math image.
  • The objective function specific Lipschwitz constant, LaTex Math image..
On GPU, only Logistic Loss and Cross-entropy Loss are supported, Mean Squared Error Algorithm is not supported.

Product and Performance Information


Performance varies by use, configuration and other factors. Learn more at