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Published 20 hours ago • verified publisher icon scikit-learn-contrib

Faster computation of penalty.value

Open QB3 opened this issue 3 years ago • 0 comments

Currently penalty.value on takes w in argument https://github.com/scikit-learn-contrib/skglm/blob/99d0a0636b678876e26e93f28bf1d87b5c0d0b97/skglm/penalties/separable.py#L77 Computation could be made faster by using penalty.value(w, ws) (one cannot simply call penalty.value(w[ws]) because of the weighted l1 norm

QB3 avatar Aug 23 '22 14:08 QB3