jaxopt.prox.prox_group_lasso
- jaxopt.prox.prox_group_lasso(x, l2reg=1.0, scaling=1.0)[source]
Proximal operator for the l2 norm, i.e., block soft-thresholding operator.
\[\underset{y}{\text{argmin}} ~ \frac{1}{2} ||x - y||_2^2 + \text{scaling} \cdot \text{l2reg} \cdot ||y||_2\]Blocks can be grouped using
jax.vmap.- Parameters
x (
Any) – input pytree.l2reg (
Optional[float]) – regularization strength.scaling – a scaling factor.
- Return type
Any- Returns
output pytree, with the same structure as
x.