Sparse update '*var' as FOBOS algorithm with fixed learning rate.

tf.raw_ops.SparseApplyProximalGradientDescent( var, alpha, l1, l2, grad, indices, use_locking=False, name=None )

That is for rows we have grad for, we update var as follows:

$$prox_v = var - alpha * grad$$

$$var = sign(prox_v)/(1+alpha*l2) * max{|prox_v|-alpha*l1,0}$$

Args | |
---|---|

`var` | A mutable `Tensor` . Must be one of the following types: `float32` , `float64` , `int32` , `uint8` , `int16` , `int8` , `complex64` , `int64` , `qint8` , `quint8` , `qint32` , `bfloat16` , `uint16` , `complex128` , `half` , `uint32` , `uint64` . Should be from a Variable(). |

`alpha` | A `Tensor` . Must have the same type as `var` . Scaling factor. Must be a scalar. |

`l1` | A `Tensor` . Must have the same type as `var` . L1 regularization. Must be a scalar. |

`l2` | A `Tensor` . Must have the same type as `var` . L2 regularization. Must be a scalar. |

`grad` | A `Tensor` . Must have the same type as `var` . The gradient. |

`indices` | A `Tensor` . Must be one of the following types: `int32` , `int64` . A vector of indices into the first dimension of var and accum. |

`use_locking` | An optional `bool` . Defaults to `False` . If True, the subtraction will be protected by a lock; otherwise the behavior is undefined, but may exhibit less contention. |

`name` | A name for the operation (optional). |

Returns | |
---|---|

A mutable `Tensor` . Has the same type as `var` . |

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Licensed under the Creative Commons Attribution License 3.0.

Code samples licensed under the Apache 2.0 License.

https://www.tensorflow.org/versions/r2.4/api_docs/python/tf/raw_ops/SparseApplyProximalGradientDescent