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ENH improve st in ADMM solver #9

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tomMoral opened this issue May 6, 2022 · 2 comments
Closed

ENH improve st in ADMM solver #9

tomMoral opened this issue May 6, 2022 · 2 comments

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@tomMoral
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tomMoral commented May 6, 2022

The ADMM solver could be improved by removing the abs then sign in

w -= np.sign(w) * abs(np.clip(w, -mu, mu))

@tomMoral tomMoral changed the title ENH ENH improve ST in ADMM solver May 6, 2022
@tomMoral tomMoral changed the title ENH improve ST in ADMM solver ENH improve st in ADMM solver May 6, 2022
@EnLAI111
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EnLAI111 commented May 9, 2022

It's done! I think that it should be just
w -= np.clip(w, -mu, mu)

@tomMoral
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tomMoral commented May 9, 2022

Yes sorry, I wrote that too quick :)

@tomMoral tomMoral closed this as completed May 9, 2022
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