from .. import backend as T # Author: Jean Kossaifi # License: BSD 3 clause def soft_thresholding(tensor, threshold): """Soft-thresholding operator sign(tensor) * max[abs(tensor) - threshold, 0] Parameters ---------- tensor : ndarray threshold : float or ndarray with shape tensor.shape * If float the threshold is applied to the whole tensor * If ndarray, one theshold is applied per elements, 0 values are ignored Returns ------- ndarray thresholded tensor on which the operator has been applied Examples -------- Basic shrinkage >>> import tensorly.backend as T >>> from tensorly.tenalg.proximal import soft_thresholding >>> tensor = T.tensor([[1, -2, 1.5], [-4, 3, -0.5]]) >>> soft_thresholding(tensor, 1.1) array([[ 0. , -0.9, 0.4], [-2.9, 1.9, 0. ]]) Example with missing values >>> mask = T.tensor([[0, 0, 1], [1, 0, 1]]) >>> soft_thresholding(tensor, mask*1.1) array([[ 1. , -2. , 0.4], [-2.9, 3. , 0. ]]) See also -------- inplace_soft_thresholding : Inplace version of the soft-thresholding operator svd_thresholding : SVD-thresholding operator """ return T.sign(tensor)*T.clip(T.abs(tensor) - threshold, a_min=0) def svd_thresholding(matrix, threshold): """Singular value thresholding operator Parameters ---------- matrix : ndarray threshold : float Returns ------- ndarray matrix on which the operator has been applied See also -------- procrustes : procrustes operator """ U, s, V = T.partial_svd(matrix, n_eigenvecs=min(matrix.shape)) return T.dot(U, T.reshape(soft_thresholding(s, threshold), (-1, 1))*V) def procrustes(matrix): """Procrustes operator Parameters ---------- matrix : ndarray Returns ------- ndarray matrix on which the Procrustes operator has been applied has the same shape as the original tensor See also -------- svd_thresholding : SVD-thresholding operator """ U, _, V = T.partial_svd(matrix, n_eigenvecs=min(matrix.shape)) return T.dot(U, V)