Proximal operator of the L2 penalization. Do not mix up with ProxL2sq, which is regular ridge (squared L2) penalization. ProxL2 induces sparsity on the full vector, whenever the norm of it is small enough. This is mostly used in the ProxGroupL1 for group-lasso penalization.
strength : float
Level of penalization. Note that in this proximal operator,
strengthis automatically multiplied by the square-root ofend-start, when a range is used, orn_coeffs, when no range is used (size of the passed vector). This allows to consider strengths that have the same order as withProxL1or other separable proximal operators.
range : tuple of two int, default=`None`
Range on which the prox is applied. If
Nonethen the prox is applied on the whole vector
positive : bool, default=`False`
If True, apply L2 penalization together with a projection onto the set of vectors with non-negative entries
dtype : {'float64', 'float32'}
Type of the arrays used.