Add regularization term to generalized learning objective

[rickvanveen]

Is your feature request related to a problem? Please describe.
Missing implementation of regularization in cost function.

Describe the solution you'd like
Implement/add the regularization term as give in:

Schneider P, Bunte K, Stiekema H, Hammer B, Villmann T, Biehl M. Regularization in matrix relevance learning. IEEE Trans Neural Netw. 2010 May;21(5):831-40.

To the generalized learning objective. The regularization is not compatible with GLVQ so this would need to be handled.

Describe alternatives you've considered
A clear and concise description of any alternative solutions or features you've considered.

Additional context
N/a

[rickvanveen]

Have to rethink how to call this option. Regularization is a general term and in the future other types of regularization might be added.