Open michaelweylandt opened 6 years ago
It should be possible to add the sparse group lasso penalty of https://www.tandfonline.com/doi/abs/10.1080/10618600.2012.681250 (among others).
In particular, equation (11) of https://arxiv.org/pdf/1801.09661.pdf gives a simple closed form proximal operator.
It should be possible to add the sparse group lasso penalty of https://www.tandfonline.com/doi/abs/10.1080/10618600.2012.681250 (among others).
In particular, equation (11) of https://arxiv.org/pdf/1801.09661.pdf gives a simple closed form proximal operator.