SparseLassoADMM.py 文件源码

def localupdate(b,A,z,u,rho,eps):
        ridge = Ridge(alpha=rho/2.0, fit_intercept=False, tol=eps)
        #print "b",b
        #print "z",z
        #print "u",u
        #print A * (z-u/rho)
        b_new = b - A * (z-u/rho)
        #print "bnew",b_new
        ret = ridge.fit(A,b_new)
        #print ret
        #print ret.coef_
        return (ret.coef_ + (z-u/rho))