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