jaxopt.prox.prox_non_negative_lasso

jaxopt.prox.prox_non_negative_lasso(x, l1reg=None, scaling=1.0)[source]

Proximal operator for the l1 norm on the non-negative orthant.

\[\underset{y \ge 0}{\text{argmin}} ~ \frac{1}{2} ||x - y||_2^2 + \text{scaling} \cdot \text{l1reg} \cdot ||y||_1\]
Parameters
  • x (Any) – input pytree.

  • l1reg (Optional[float]) – regularization strength.

  • scaling (float) – a scaling factor.

Return type

Any

Returns

output pytree, with the same structure as x.