An $\mathcal{O}(n\log n)$ projection operator for weighted $\ell_1$-norm regularization with sum constraint
Machine Learning
2015-03-03 v1
Abstract
We provide a simple and efficient algorithm for the projection operator for weighted -norm regularization subject to a sum constraint, together with an elementary proof. The implementation of the proposed algorithm can be downloaded from the author's homepage.
Cite
@article{arxiv.1503.00600,
title = {An $\mathcal{O}(n\log n)$ projection operator for weighted $\ell_1$-norm regularization with sum constraint},
author = {Weiran Wang},
journal= {arXiv preprint arXiv:1503.00600},
year = {2015}
}