DataSlingers / clustRviz

Compute Convex (Bi)Clustering Solutions via Algorithmic Regularization
https://DataSlingers.github.io/clustRviz/
GNU General Public License v3.0
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Add L_{\infty} Fusion Penalty #88

Open michaelweylandt opened 5 years ago

michaelweylandt commented 5 years ago

Currently we support $\ellq$ fusion penalties for $q = 1, 2$ only. It should be direct to add support for the $q = \infty$ case (i.e., implement the $\ell{\infty}$ prox) using the projection method of Duchi et al. (https://stanford.edu/~jduchi/projects/DuchiShSiCh08.html)