Return zero gradient for zero norm function.#393
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bewantbe wants to merge 1 commit intoHIPS:masterfrom
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Return zero gradient for zero norm function.#393bewantbe wants to merge 1 commit intoHIPS:masterfrom
bewantbe wants to merge 1 commit intoHIPS:masterfrom
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Fix issues HIPS#370 Now the gradient at zero (origin) point of np.linalg.norm() is the same as np.abs, which is zero, one of its subgradient. For second order gradients, mathematically they should be +infinity, but here when ord>=2 it returns 0 (same as np.abs()), when 1<ord<2, it is NaN with plenty of warnings, which should be enough to prevent user from doing that.
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Fix issues #370
Now the gradient at zero (origin) point of np.linalg.norm() is the same as np.abs, which is zero, one of its subgradient.
For second order gradients, mathematically they should be +infinity, but
here when ord>=2 it returns 0 (same as np.abs()), when 1<ord<2, it is
NaN with plenty of warnings, which should be enough to prevent user from
doing that.
Also note that when x is complex number, the gradient of the norm seems wrong according to your document, there should be a conj(x) in the expression, see also the comments in the committed code.