sparse.relaxation.utils.soft_shrinkage

sparse.relaxation.utils.soft_shrinkage(x, lambd)

Applies the soft shrinkage function elementwise:

\[\begin{split}h_\lambda(x) = \begin{cases} x - \lambda, & \text{ if } x > \lambda \\ x + \lambda, & \text{ if } x < -\lambda \\ 0, & \text{ otherwise } \end{cases}\end{split}\]

Parameters

xnp.ndarray

Input vector.

lambdfloat

Soft shrinkage threshold value.

Returns

x_softnp.ndarray

\(h_\lambda(x)\)