Screening Rules - Githubissues

DataSlingers / ExclusiveLasso

Generalized Linear Models with the Exclusive Lasso Penalty

https://DataSlingers.github.io/ExclusiveLasso/

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Open michaelweylandt opened 6 years ago

michaelweylandt commented 6 years ago

Is it possible to derive (safe or strong) screening rules for the Exclusive Lasso?