[optimization] moving regularization methods to their own module

src/regularization.c

@@ -0,0 +1,31 @@
+#include "regularization.h"
+#include "float_utils.h"
+#include "log/log.h"
+
+inline void regularize_l2(double *theta, size_t n, double reg_update) {
+    for (size_t i = 0; i < n; i++) {
+        double current_value = theta[i];
+        double updated_value = current_value - current_value * reg_update;
+        // Make sure the regularization update doesn't change the sign of the weight
+        // Otherwise, set the weight to 0
+        if ((updated_value > 0) == (current_value > 0)) {
+            theta[i] = updated_value;
+        } else {
+            theta[i] = 0.0;
+        }
+    }
+}
+
+inline void regularize_l1(double *theta, size_t n, double reg_update) {
+    for (size_t i = 0; i < n; i++) {
+        double current_value = theta[i];
+        double updated_value = current_value - sign(current_value) * reg_update;
+        // Make sure the regularization update doesn't change the sign of the weight
+        // Otherwise, set the weight to 0
+        if ((updated_value > 0) == (current_value > 0)) {
+            theta[i] = updated_value;
+        } else {
+            theta[i] = 0.0;
+        }
+    }
+}

src/regularization.h

@@ -0,0 +1,15 @@
+#ifndef REGULARIZATION_H
+#define REGULARIZATION_H
+
+#include <stdlib.h>
+
+typedef enum {
+    REGULARIZATION_NONE,
+    REGULARIZATION_L1,
+    REGULARIZATION_L2
+} regularization_type_t;
+
+void regularize_l2(double *theta, size_t n, double reg_update);
+void regularize_l1(double *theta, size_t n, double reg_update);
+
+#endif