Proximal Operator of L1 Vector

Problem

The proximal operator of t * ||v||_1 is the soft threshold sign(v) * max(|v| - t, 0) applied coordinatewise.

Given the vector and threshold t, return the prox.

Hint

Shrink every coordinate toward zero by t, flooring at zero.

case 1

in: [[1,-2,0.1],0.5]

expected: [0.5,-1.5,0]

case 2

in: [[3,-4],1]

expected: [2,-3]

case 3

in: [[2,2],2]

expected: [0,0]

Starter codePython

def proximal_operator_l1_vector(v, t):
    # Your code here
    pass

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