First commit towards adding a group L0 norm. Happy to change the name, perhaps L02 is better. This is defined as the L0 norm of the vector of L2 norms of the indices, weighted by the values of lambda. Still needs a bit of testing I think, but pretty simple, only a couple of lines to change from GroupL2.
Also, in both this and GroupL2, we should call out that we require it to be a separable sum (no indices overlap).
First commit towards adding a group L0 norm. Happy to change the name, perhaps L02 is better. This is defined as the L0 norm of the vector of L2 norms of the indices, weighted by the values of lambda. Still needs a bit of testing I think, but pretty simple, only a couple of lines to change from GroupL2.
Also, in both this and GroupL2, we should call out that we require it to be a separable sum (no indices overlap).