Skip to content
New issue

Have a question about this project? # for a free GitHub account to open an issue and contact its maintainers and the community.

#

By clicking “#”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? # to your account

Jump to bottom

Add L_{\infty} Fusion Penalty #88

Open
michaelweylandt opened this issue Feb 11, 2019 · 0 comments
Open

Add L_{\infty} Fusion Penalty #88

michaelweylandt opened this issue Feb 11, 2019 · 0 comments
Labels
Algorithms Improvements to core CARP/CBASS algorithms good first issue Good for newcomers

Comments

@michaelweylandt
Copy link
Member

Currently we support $\ell_q$ fusion penalties for $q = 1, 2$ only. It should be direct to add support for the $q = \infty$ case (i.e., implement the $\ell_{\infty}$ prox) using the projection method of Duchi et al. (https://stanford.edu/~jduchi/projects/DuchiShSiCh08.html)
@michaelweylandt michaelweylandt added good first issue Good for newcomers Algorithms Improvements to core CARP/CBASS algorithms labels Feb 11, 2019
# for free to join this conversation on GitHub. Already have an account? # to comment
Assignees
No one assigned
Labels
Algorithms Improvements to core CARP/CBASS algorithms good first issue Good for newcomers
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
1 participant
@michaelweylandt