Merge pull request #28 from softmin/monotonic-constraints

Monotonic constraints

Author: statmlben

doc/source/tutorials/constraint.rst

@@ -7,8 +7,8 @@ Usage
 -----
 
 .. code:: python
-   
-   # list of 
+
+   # list of
    # name (str): name of the custom linear constraints
    # loss_kwargs: more keys and values for constraint parameters
    constraint = [{'name': <constraint_name>, <**constraint_kwargs>}, ...]
@@ -20,7 +20,7 @@ Usage
 
  * - constraint
    - | args
-   - | Example 
+   - | Example
 
  * - **nonnegative**
    - | ``name``: 'nonnegative' or '>=0'
@@ -32,6 +32,11 @@ Usage
      | ``tol_sen``: 1d array [p] of tolerance for fairness
    - | ``constraint=[{'name': 'fair', 'sen_idx': sen_idx, 'tol_sen': tol_sen}]``
 
+ * - **monotonic**
+   - | ``name``: 'monotonic' or 'monotonicity'
+     | ``decreasing`` (*bool*): False (default)
+   - | ``constraint=[{'name': 'monotonic', 'decreasing': True}]``
+
  * - **custom**
    - | ``name``: 'custom'
      | ``A``: 2d array [K x d] for linear constraint coefficients

doc/source/tutorials/loss.rst

@@ -7,7 +7,7 @@ Usage
 -----
 
 .. code:: python
-   
+
    # name (str): name of the custom loss function
    # loss_kwargs: more keys and values for loss parameters
    loss = {'name': <loss_name>, <**loss_kwargs>}
@@ -24,7 +24,7 @@ Classification loss
 
  * - loss
    - | args
-   - | Example 
+   - | Example
 
  * - **SVM**
    - | ``name``: 'hinge' / 'svm' / 'SVM'
@@ -48,7 +48,7 @@ Regression loss
 
  * - loss
    - | args
-   - | Example 
+   - | Example
 
  * - **Quantile Reg**
    - | ``name``: 'check' / 'quantile' / 'QR'
@@ -57,7 +57,8 @@ Regression loss
 
  * - **Huber**
    - | ``name``: 'huber' / 'Huber'
-   - | ``loss={'name': 'huber'}``
+     | ``tau`` (*float*): 1.0 (default)
+   - | ``loss={'name': 'huber', 'tau': 1.0}``
 
  * - **SVR**
    - | ``name``: 'SVR' / 'svr'