An $\mathcal{O}(n\log n)$ projection operator for weighted $\ell_1$-norm regularization with sum constraint

Weiran Wang

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arXiv · 1503.00600

An $\mathcal{O}(n\log n)$ projection operator for weighted $\ell_1$-norm regularization with sum constraint

Weiran Wang

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Abstract

We provide a simple and efficient algorithm for the projection operator for weighted $\ell_1$-norm regularization subject to a sum constraint, together with an elementary proof. The implementation of the proposed algorithm can be downloaded from the author's homepage.

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BibTeX RIS

Weiran Wang. 2015-03-02. An $\mathcal{O}(n\log n)$ projection operator for weighted $\ell_1$-norm regularization with sum constraint. https://arxiv.org/abs/1503.00600

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