EdwardRaff
/ projection_simplex.py
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August 29, 2015 14:08
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| """ | |
| Implements four algorithms for projecting a vector onto the simplex: sort, pivot, bisection, and brent. | |
| For details and references, see the following paper: | |
| Large-scale Multiclass Support Vector Machine Training via Euclidean Projection onto the Simplex | |
| Mathieu Blondel, Akinori Fujino, and Naonori Ueda. | |
| ICPR 2014. | |
| http://www.mblondel.org/publications/mblondel-icpr2014.pdf |