chore: import upstream snapshot with attribution

mla/neuralnet/regularizers.py

@@ -0,0 +1,35 @@
+# coding:utf-8
+import numpy as np
+from autograd import elementwise_grad
+
+
+class Regularizer(object):
+    def __init__(self, C=0.01):
+        self.C = C
+        self._grad = elementwise_grad(self._penalty)
+
+    def _penalty(self, weights):
+        raise NotImplementedError()
+
+    def grad(self, weights):
+        return self._grad(weights)
+
+    def __call__(self, weights):
+        return self.grad(weights)
+
+
+class L1(Regularizer):
+    def _penalty(self, weights):
+        return self.C * np.abs(weights)
+
+
+class L2(Regularizer):
+    def _penalty(self, weights):
+        return self.C * weights**2
+
+
+class ElasticNet(Regularizer):
+    """Linear combination of L1 and L2 penalties."""
+
+    def _penalty(self, weights):
+        return 0.5 * self.C * weights**2 + (1.0 - self.C) * np.abs(weights)