Source code for pyproximal.projection.L0

import numpy as np
from pyproximal.projection import SimplexProj

[docs]class L0BallProj(): r"""L0 ball projection. Parameters ---------- radius : :obj:`int` Radius Notes ----- Given an L0 ball defined as: .. math:: L0_{r} = \{ \mathbf{x}: ||\mathbf{x}||_0 \leq r \} its orthogonal projection is computed by finding the :math:`r` highest largest entries of :math:`\mathbf{x}` (in absolute value), keeping those and zero-ing all the other entries. Note that this is the proximal operator of the corresponding indicator function :math:`\mathcal{I}_{L0_{r}}`. """ def __init__(self, radius): self.radius = int(radius) def __call__(self, x): xshape = x.shape xf = x.copy().flatten() xf[np.argsort(np.abs(xf))[:-self.radius]] = 0 return xf.reshape(xshape)