Description Usage Arguments Details Value References Examples
computes the Euclidean projection of points onto the simplex domain Δ^n of specified radius
1 | projsplx(v, b = 1)
|
v |
vector of points to project onto the simplex domain |
b |
radius |
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
Projection vector
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
1 2 |
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