EasyCalculusca-209

Proximal Operator of L1

Problem

The proximal operator of the L1 norm is elementwise soft-thresholding:

prox(v) = sign(v) * max(|v| - lambda, 0)

Given a list of values and lambda >= 0, return the prox result.

Hint

Soft-thresholding drives small entries exactly to zero, which creates sparsity.

case 1

in: [[3,-2],1]

expected: [2,-1]

case 2

in: [[0.5],1]

expected: [0]

case 3

in: [[1,2,3],0]

expected: [1,2,3]

case 4

in: [[-0.5,0.5],0.5]

expected: [0,0]

Starter codePython

def prox_l1(values, lam):
    # Your code here
    pass

4 test cases · run your code against them in the editor