Loss, constraints and regularizers¶
These are some convenience functions that implement common losses, constraints and regularizers.
Smooth loss functions:

Logistic loss function. 

Squared loss. 

Huber loss 
Nonsmooth terms accessed through their proximal operator

L1 norm, that is, the sum of absolute values: 

Group Lasso penalty 

Trace (aka nuclear) norm, sum of singular values 

Fused Lasso penalty 

2dimensional Total Variation pseudonorm 
Constraints can be incorporated in a similar way through

Indicator function over the L1 ball 

Projection onto the trace (aka nuclear) norm, sum of singular values 