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rtavenar / SparseGroupLasso

BSD 2-Clause "Simplified" License
39 stars 18 forks source link

your code vs Fused lasso #6

Open Sandy4321 opened 5 years ago

Sandy4321 commented 5 years ago

great code thanks regarding to performance

did you compared with https://github.com/FrankD/fuser Fused lasso for high-dimensional regression over groups

rtavenar commented 4 years ago

Hi @Sandy4321

No, sorry, I did no comparison to other code, since this project was rather a way for me to get hands on sparse group lasso through coding it in Python.

Sandy4321 commented 4 years ago

Seems to be you one only who has code for spars group lasso on github Great Job!! Or do you know some another package? Can your code find groups by itself, or groups should be identified by clustering before May you share what algorithm you use is it fused lasso? Thanks again for your code