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[NEW FEATURE]: K-support norm proximity operator implementation #68

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LElgueddari opened this issue Oct 24, 2019 · 1 comment
Closed
1 of 2 tasks

[NEW FEATURE]: K-support norm proximity operator implementation #68

LElgueddari opened this issue Oct 24, 2019 · 1 comment
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@LElgueddari
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@LElgueddari
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Is your feature request related to a problem? Please describe.
For multi-task learning or calibrationless method the k-support norm is a great structured sparsity norm

Describe the solution you'd like
The solution has originally been proposed by McDonald and the idea would be to implement Algorithm 1 page 18 in the special case of k-support norm

Describe alternatives you've considered
An alternative idea would be to implement the method proposed by Argyriou

Are you planning to submit a Pull Request?

  • Yes
  • No
@LElgueddari LElgueddari mentioned this issue Nov 5, 2019
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@sfarrens
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Resolved in #71

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@sfarrens @LElgueddari