Proximal Methods: Why Splitting a Nonsmooth Problem Beats Solving It Directly
Many problems in machine learning look deceptively simple: minimise a smooth loss plus a penalty that encourages structure. The loss is differentiable, the penalty is not, and that one nonsmooth term breaks gradient descent. Proximal methods are the standard answer, and they work for a reason that…
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- 2026-11-01 07:57 · DEV Community — Machine Learning
Proximal Methods: Why Splitting a Nonsmooth Problem Beats Solving It Directly