DOC - Add PDCD_WS solver to documentation (#136)

Author: Badr-MOUFAD

doc/api.rst

@@ -90,3 +90,4 @@ Experimental
    :toctree: generated/
 
    SqrtLasso
+   PDCD_WS

skglm/experimental/__init__.py

@@ -1,7 +1,9 @@
 from .reweighted import IterativeReweightedL1
 from .sqrt_lasso import SqrtLasso
+from .pdcd_ws import PDCD_WS
 
 __all__ = [
     SqrtLasso,
     IterativeReweightedL1,
+    PDCD_WS
 ]

skglm/experimental/pdcd_ws.py

@@ -12,13 +12,18 @@
 class PDCD_WS:
     r"""Primal-Dual Coordinate Descent solver with working sets.
 
-    It solves::
+    It solves
+
+    .. math::
 
         \min_w F(Xw) + G(w)
 
-    using a primal-dual method on the saddle point problem::
 
-        \min_w \max_z <Xw, z> + G(w) - F^*(z)
+    using a primal-dual method on the saddle point problem
+
+    .. math::
+
+        \min_w \max_z \langle Xw, z \rangle + G(w) - F^*(z)
 
     where :math:`F` is the datafit term (:math:`F^*` its Fenchel conjugate)
     and :math:`G` is the penalty term.
@@ -29,11 +34,14 @@ class PDCD_WS:
     The solver is an adaptation of algorithm [1] to working sets [2].
     The working sets are built using a fixed point distance strategy
     where each feature is assigned a score based how much its coefficient varies
-    when performing a primal update::
+    when performing a primal update
+
+    .. math::
 
-        \text{score}_j = \abs{w_j - prox_{\tau_j, G_j}(w_j - \tau_j <X_j, z>)}
+        \mathrm{score}_j = \lvert w_j -
+        \mathrm{prox}_{\tau_j, G_j}(w_j - \tau_j \langle X_j, z \rangle) \rvert
 
-    where :maths:`\tau_j` is the primal step associated with the j-th feature.
+    where :math:`\tau_j` is the primal step associated with the j-th feature.
 
     Parameters
     ----------
@@ -46,7 +54,7 @@ class PDCD_WS:
 
     dual_init : array, shape (n_samples,) default None
         The initialization of dual variables.
-        If None, they are initialized as the 0 vector ``np.zeros(n_samples)``.
+        If ``None``, they are initialized as the 0 vector ``np.zeros(n_samples)``.
 
     p0 : int, optional
         First working set size.