jaxopt.projection.projection_simplex
- jaxopt.projection.projection_simplex(x, value=1.0)[source]
Projection onto a simplex:
\[\underset{p}{\text{argmin}} ~ ||x - p||_2^2 \quad \textrm{subject to} \quad p \ge 0, p^\top 1 = \text{value}\]By default, the projection is onto the probability simplex.
- Parameters
x (
Array) – vector to project, an array of shape (n,).value (
float) – value p should sum to (default: 1.0).
- Return type
Array- Returns
projected vector, an array with the same shape as
x.