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JamesYang007 / adelie

A fast and flexible Python package for solving group lasso and elastic net problems.
https://jamesyang007.github.io/adelie/
MIT License
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`exclude` parameter #87

Closed JamesYang007 closed 3 months ago

JamesYang007 commented 3 months ago

It would be nice to have a exclude vector that indicates which groups to exclude.

JamesYang007 commented 3 months ago

Actually we can just implement a MatrixNaiveColumnSubset! The way to induce this is to do X[something, subset].

JamesYang007 commented 3 months ago

I'm more convinced that MatrixNaiveCSubset is the move. With arbitrary group structure, it is unclear how the solver should interpret some columns of a group being excluded when it is also specified to be in the group. The user should be responsible for first subsetting the columns. Moreover, it is their responsibility (if they want performance) to construct a fresh matrix with contiguous ordering. However, we make it possible to run lasso at least with MatrixNaiveCSubset.