pyproximal.projection.L0BallProj#
- class pyproximal.projection.L0BallProj(radius)[source]#
\(L_0\) ball projection.
- Parameters
- radius
int Radius
- radius
Notes
Given an L0 ball defined as:
\[L0_{r} = \{ \mathbf{x}: ||\mathbf{x}||_0 \leq r \}\]its orthogonal projection is computed by finding the \(r\) highest largest entries of \(\mathbf{x}\) (in absolute value), keeping those and zero-ing all the other entries. Note that this is the proximal operator of the corresponding indicator function \(\mathcal{I}_{L0_{r}}\).
Methods
__init__(radius)