skglm.penalties.L1#

class skglm.penalties.L1(alpha, positive=False)[source]#

`ell_1` penalty.

__init__(alpha, positive=False)[source]#

Methods

__init__(alpha[, positive])

alpha_max(gradient0)

Return penalization value for which 0 is solution.

generalized_support(w)

Return a mask with non-zero coefficients.

get_spec()

Specify the numba types of the class attributes.

is_penalized(n_features)

Return a binary mask with the penalized features.

params_to_dict()

Get the parameters to initialize an instance of the class.

prox_1d(value, stepsize, j)

Compute proximal operator of the L1 penalty (soft-thresholding operator).

subdiff_distance(w, grad, ws)

Compute distance of negative gradient to the subdifferential at w.

value(w)

Compute L1 penalty value.