Projection onto the probability simplex: An efficient algorithm with a simple proof, and an application
Machine Learning
2013-09-09 v1 Optimization and Control
Machine Learning
Abstract
We provide an elementary proof of a simple, efficient algorithm for computing the Euclidean projection of a point onto the probability simplex. We also show an application in Laplacian K-modes clustering.
Cite
@article{arxiv.1309.1541,
title = {Projection onto the probability simplex: An efficient algorithm with a simple proof, and an application},
author = {Weiran Wang and Miguel Á. Carreira-Perpiñán},
journal= {arXiv preprint arXiv:1309.1541},
year = {2013}
}
Comments
5 pages