Soft threhsolding¶
The following function
\[\begin{split}
soft(x; \gamma) = \begin{cases}
x - \gamma & \text{ if } x > \gamma \\
0 & \text{ if } x = \gamma \\
x + \gamma & \text{ if } x < -\gamma
\end{cases}
\end{split}\]
left softthresholding
right hard thresholding