Euclidean projection on elastic net

Description

Piecewise root finding algorithm for Euclidean projection on elastic net

Usage

1
EuclideanProjectionENNORM(y, t, alpha = 0.5)

Arguments

y

constant vector

t

radius of elastic net ball

alpha

parameter in elastic net: alpha x_1 + (1-alpha)*x_2^2=t

Value

a list containing network adjacency matrix, node score and module membership

Author(s)

Dong Li, dxl466@cs.bham.ac.uk

References

Gong, Pinghua, Kun Gai, and Changshui Zhang. "Efficient euclidean projections via piecewise root finding and its application in gradient projection." Neurocomputing 74.17 (2011): 2754-2766.

Examples

1
2
3
y=rnorm(100)
x=EuclideanProjectionENNORM(y,1,0.5)
sparistyx = sum(x==0)/100