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DataSlingers / ExclusiveLasso

Generalized Linear Models with the Exclusive Lasso Penalty
https://DataSlingers.github.io/ExclusiveLasso/
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Box Constraints #8

Closed michaelweylandt closed 5 years ago

michaelweylandt commented 5 years ago

Upper and lower bounds on each parameter. This should be a pretty minor algorithmic tweak: for CD, apply the constraint at each update; for PG, incorporate the constraint into the prox (itself a CD problem).

michaelweylandt commented 5 years ago

Closed in def0c80