projsplx: Projection onto simplex

Description Usage Arguments Details Value References Examples

Description

computes the Euclidean projection of points onto the simplex domain Δ^n of specified radius

Usage

1
projsplx(v, b = 1)

Arguments

v

vector of points to project onto the simplex domain

b

radius

Details

The algorithm is implemented according to Duchi et al. 2008. The original Matlab implementation by John Duchi (jduchi@cs.berkeley.edu) can be found on https://web.stanford.edu/~jduchi/projects/DuchiShSiCh08/ProjectOntoSimplex.m

Value

Projection vector

References

Duchi, J.; Shalev-Shwartz, S.; Singer, Y. & Chandra, T. Efficient projections onto the l 1-ball for learning in high dimensions, Proceedings of the 25th international conference on Machine learning, 2008, 272-279 https://dl.acm.org/citation.cfm?id=1390191

Examples

1
2
x = runif(100, -10, 10)
projsplx(x)

ngloe/olpsR documentation built on May 23, 2019, 4:42 p.m.