some confuse about Algorithm-3
gaoxueyi0532 opened this issue · comments
Xueyi Gao commented
please explain the function Lines 9-10 of Algorithm-3 in detail, thanks very much!
Tianyi Chen commented
Thanks for the question. In short, line 9-10 is a Half-Space projector (Eq 9) proposed in the HSPG paper https://arxiv.org/abs/2009.12078 with more rigorous theoretical guarantee in a following theoretical paper https://openreview.net/pdf?id=KBhSyBBeeO.
Its general goal is to effectively project a group of variables onto zero (produce group sparsity) and avoid objective function value regression as much as possible.