Laplace distribution operator for L1 regularisation
Laplace Distribution
First draft for a laplace distribution operator. Up to now it produces a laplace distribution:
p(x) = 1/(2*sigma) * exp(-1*abs(x-mu)/sigma)
with mu = 0 and sigma = 1, by default.
Now the operator transforms the Gaussian distribution to a uniform distribution and then to a laplace. If there is a computational more efficient way, I could incorperate this (@parras @mtr)
Edited by Philipp Arras