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23:06 last line (for ISTA), do we need \eta before 2A^T(Ax - y)?
Yes, you're correct -- the video has a typo. Thanks! Proximal gradient in general, for the composite problem: min: g(x) + h(x), is: prox_{\eta h}(x - \eta abla g(x)) (as in lectures 5.2 and 5.3).
23:06 last line (for ISTA), do we need \eta before 2A^T(Ax - y)?
Yes, you're correct -- the video has a typo. Thanks! Proximal gradient in general, for the composite problem: min: g(x) + h(x), is: prox_{\eta h}(x - \eta
abla g(x)) (as in lectures 5.2 and 5.3).