copt.penalty.FusedLasso

class copt.penalty.FusedLasso(alpha)

Fused Lasso penalty

Parameters

alpha (scalar) –

Examples

__init__(alpha)

Initialize self. See help(type(self)) for accurate signature.

Methods

__init__(alpha)

Initialize self.

prox(x, step_size)

prox_1_factory(n_features)

prox_2_factory(n_features)