tick.prox.ProxL1w¶

class tick.prox.ProxL1w(strength: float, weights: ndarray, range: tuple = None, positive: bool = False)[source]¶

Proximal operator of the weighted L1 norm (weighted soft-thresholding)

Parameters:

strength : float

Level of L1 penalization

weights : numpy.ndarray, shape=(n_coeffs,)

The weights to be used in the L1 penalization

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 L1 penalization together with a projection onto the set of vectors with non-negative entries

Attributes:

dtype : {'float64', 'float32'}

Type of the arrays used.

Examples using tick.prox.ProxL1w¶