ProjectL1

case class ProjectL1(s: Double) extends Proximal

Projection formula from Duchi et al's paper Efficient Projections onto the l1-Ball for Learning in High Dimensions

trait Serializable
trait Product
trait Equals
trait Proximal
class Object
trait Matchable
class Any

Value members

Concrete methods

def prox(x: DenseVector[Double], rho: Double): Unit

Inherited methods

def productElementNames: Iterator[String]
Inherited from
Product
def productIterator: Iterator[Any]
Inherited from
Product
def valueAt(x: DenseVector[Double]): Double
Inherited from
Proximal