apg lasso handles matrix variables

bodono · Aug 5, 2016 · 41a3a29 · 41a3a29
1 parent 448fb2e
commit 41a3a29
Show file tree

Hide file tree

Showing 3 changed files with 6 additions and 5 deletions.
diff --git a/examples/apg_lasso.m b/examples/apg_lasso.m
@@ -7,11 +7,14 @@
     opts.A = A;
     opts.b = b;
     opts.rho = rho;
-    x = apg(@quad_grad, @soft_thresh, size(A,2), opts);
+    opts.dims = [size(A,2), size(b,2)];
+    x = apg(@quad_grad, @soft_thresh, prod(opts.dims), opts);
 end
 
 function g = quad_grad(x, opts)
-    g = opts.A'*(opts.A*x - opts.b);
+    x_t = reshape(x, opts.dims);
+    g = opts.A'*(opts.A*x_t - opts.b);
+    g = g(:);
 end
 
 function v = soft_thresh(x, t, opts)

diff --git a/examples/apg_log_reg.m b/examples/apg_log_reg.m
@@ -16,8 +16,7 @@
 end
 
 function g = lr_grad(w, opts)
-    v = exp(w'*[opts.X_p, -opts.X_n])';
-    g = [opts.X_p, -opts.X_n]*(v./(1+v))/opts.N;
+    g = [opts.X_p, -opts.X_n]*(1./(1+exp(-w'*[opts.X_p, -opts.X_n])'))/opts.N;
 end
 
 function v = soft_thresh(w, t, opts)

diff --git a/examples/run_examples.m b/examples/run_examples.m
@@ -29,7 +29,6 @@
 x_lr = apg_log_reg(X_p,X_n,rho,opts);
 title('L1 regularized logistic regression')
 
-
 %% noisy low-rank matrix completion
 fprintf('running noisy low-rank matrix completion ex:\n');
 n = 100; m = 50; r = 10; density = 0.2; rho = 5;