An O(n log n) projection operator for weighted ℓ1-norm regularization with sum constraint
نویسنده
چکیده
We provide a simple and efficient algorithm for the projection operator for weighted l1-norm regularization subject to a sum constraint, together with an elementary proof. The implementation of the proposed algorithm can be downloaded from the author’s homepage. 1 The problem In this report, we consider the following optimization problem: min x 1 2 ‖x − y‖ 2 + n
منابع مشابه
An $\mathcal{O}(n\log n)$ projection operator for weighted $\ell_1$-norm regularization with sum constraint
We provide a simple and efficient algorithm for the projection operator for weighted l1-norm regularization subject to a sum constraint, together with an elementary proof. The implementation of the proposed algorithm can be downloaded from the author’s homepage. 1 The problem In this report, we consider the following optimization problem: min x 1 2 ‖x− y‖ 2 + n
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عنوان ژورنال:
- CoRR
دوره abs/1503.00600 شماره
صفحات -
تاریخ انتشار 2015