tick.prox.ProxGroupL1¶

class tick.prox.ProxGroupL1(strength: float, blocks_start, blocks_length, range: tuple = None, positive: bool = False)[source]¶

Proximal operator of group-L1, a.k.a group-Lasso. It applies ProxL2 in each group, or block. Blocks (non-overlapping) are specified by the blocks_start and blocks_length parameters.

Parameters:

strength : float

Level of penalization. Note that ProxL2 which is applied in each group multiplies strength by the square-root of the group size. This allows to consider strengths that have the same order as with ProxL1 or other separable proximal operators.

blocks_start : list or numpy.array, shape=(n_blocks,)

First entry of each block

blocks_length : list or numpy.array, shape=(n_blocks,)

Size of each block

range : tuple of two int, default=`None`

Range on which the prox is applied. If None then the prox is applied on the whole vector

positive : bool, default=`False`

If True, apply the penalization together with a projection onto the set of vectors with non-negative entries

Attributes:

n_blocks : int

Number of blocks

dtype : {'float64', 'float32'}

Type of the arrays used.

Examples using tick.prox.ProxGroupL1¶