jaxopt.prox.prox_lasso
- jaxopt.prox.prox_lasso(x, l1reg=None, scaling=1.0)[source]
Proximal operator for the l1 norm, i.e., soft-thresholding operator.
\[\underset{y}{\text{argmin}} ~ \frac{1}{2} ||x - y||_2^2 + \text{scaling} \cdot \text{l1reg} \cdot ||y||_1\]When
l1regis a pytree, the weights are applied coordinate-wise.- Parameters
x (
Any) – input pytree.l1reg (
Optional[Any]) – regularization strength, float or pytree with the same structure asx.scaling (
float) – a scaling factor.
- Return type
Any- Returns
output pytree, with same structure as
x.