search

scikit-learn-contrib / lightning

Large-scale linear classification, regression and ranking in Python
https://contrib.scikit-learn.org/lightning/
1.73k stars 214 forks source link

Add simplex constraint to FistaRegressor. #72

Closed mblondel closed 8 years ago

mblondel commented 8 years ago

I needed this for a project.

mblondel commented 8 years ago

Merged!

danrsc commented 6 years ago

I was just looking at the simplex projection. I haven't seen any issue with it, but I notice the first two lines are:

if np.sum(v) <= z: return v

Is this correct? How do we know that v >= 0 here?