Proximal Operator of group-Lasso penalty with L infinity norm

daducci / COMMIT

Linear framework to combine tractography and tissue micro-structure estimation with diffusion MRI

Other

43 stars 33 forks source link

Proximal Operator of group-Lasso penalty with L infinity norm #54

Open MarioOcampo opened 5 years ago

MarioOcampo commented 5 years ago

The Proximal operator of the infinity norm is: prox_InfinityNorm(x) = x − Proj{NormL1 ≤ 1}(x)

I think the implementation is not complete. @matteofrigo, can we check it??

daducci commented 5 years ago

I believe the implementation is not correct, we need to project on the L1-norm ball which requires solving a (smaller) problem. This, to be fast, need to be properly implemented in C. Meanwhile, as this norm is not used very often, I'd suggest to remove from the code the possibility to use it. @MarioOcampo , is that ok with you?

MarioOcampo commented 5 years ago

@daducci, It is ok for me. We can change the function, maybe show a warning message, meanwhile we implement the projection.

daducci commented 5 years ago

The PR #55 is supposed to achieve that by throwing an exception. Can you confirm?

MarioOcampo commented 5 years ago

Yes, the execution stops, and show the message ValueError: Wrong norm in the structured sparsity term. Choose between [2].