hacarus / spm-image

Sparse modeling and Compressive sensing in Python

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Implement l2,1 norm constrained regression #88

Closed Mrrmm510 closed 4 years ago

Mrrmm510 commented 4 years ago

Issue Description

Implement ADMM algorithm to solve the problem below.

\min_{W, Y} 0.5 * \|X - WD\|_F^2 + \alpha \sum_i\|w_i\|_2

[x] python module
[x] unittest
[x] example notebook

References

Nie, F., Huang, H., Cai, X., & Ding, C. H. (2010). Efficient and robust feature selection via joint ℓ2, 1-norms minimization. In Advances in neural information processing systems (pp. 1813-1821).