Feature Request: MultiTask GroupLasso

mathurinm / celer

Fast solver for L1-type problems: Lasso, sparse Logisitic regression, Group Lasso, weighted Lasso, Multitask Lasso, etc.

https://mathurinm.github.io/celer/

BSD 3-Clause "New" or "Revised" License

198 stars 32 forks source link

Open sehoff opened 2 years ago

sehoff commented 2 years ago

I was wondering whether you could (easily) implement the MultiTask GroupLasso as in, or similar to, equation 1 here: http://psb.stanford.edu/psb-online/proceedings/psb22/nouira.pdf

Thanks !