Home > dal > gl_softth.m

gl_softth

PURPOSE ^

gl_softth - soft threshold function for grouped L1 regularization

SYNOPSIS ^

function [vv,ss]=gl_softth(vv, lambda,info)

DESCRIPTION ^

 gl_softth - soft threshold function for grouped L1 regularization
 
 Copyright(c) 2009 Ryota Tomioka
 This software is distributed under the MIT license. See license.txt

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

0001 % gl_softth - soft threshold function for grouped L1 regularization
0002 %
0003 % Copyright(c) 2009 Ryota Tomioka
0004 % This software is distributed under the MIT license. See license.txt
0005 
0006 function [vv,ss]=gl_softth(vv, lambda,info)
0007 
0008 ss=zeros(length(info.blks),1);
0009 ix0=0;
0010 for kk=1:length(info.blks)
0011   I=ix0+(1:info.blks(kk));
0012   ix0=I(end);
0013   ss(kk)=norm(vv(I));
0014   ssk=max(ss(kk)-lambda,0);
0015   if ssk>0
0016     vv(I)=ssk/ss(kk)*vv(I);
0017   else
0018     vv(I)=0;
0019   end
0020   ss(kk)=ssk;
0021 end
0022 
0023 
0024

Generated on Sat 22-Aug-2009 22:15:36 by m2html © 2003