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Fix: use alpha + tau as the branch threshold in Huber.prox - #276
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raashish1601 wants to merge 1 commit into
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Up to standards ✅🟢 Issues
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| Complexity | 0 |
| Duplication | 0 |
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Huber.proxpicked the branch with|x| > alpha, but for the prox oftau * H_alphathe switch is at|x| = alpha + tau. Inputs withalpha < |x| <= alpha + tauwere soft-thresholded instead of scaled, so the result wasn't the minimizer and the prox wasn't monotone (withalpha = tau = 1,x = 1.2gave0.2whilex = 1.0gave0.5). See #275.The fix changes the mask to
|x| > alpha + tau. With that, the two branches give the closed form(1 - tau / max(|x|, alpha + tau)) * xthat was left commented out inprox, so I kept it as a reference and corrected the comment that said it gave a different result. TheNotessection now shows the correct thresholds.Tests: added
test_Huber_proxinpytests/test_norms.py, which comparesproxwith a brute-force minimizer oftau * H(y) + (y - x)^2 / 2on a grid ofxthat coversalpha < |x| <= alpha + tau. It fails ondevand passes here.pytests/test_norms.pypasses, andruff check,ruff format --checkandmypyare clean on the changed files.AI assistance: this PR was prepared with an AI coding agent (Claude Code, Anthropic). It reproduced the issue, wrote the fix and tests, and ran them locally as described above.
Closes #275