About Group lasso logistic regression using PGD

yngvem / group-lasso

Group Lasso implementation following the scikit-learn API

MIT License

105 stars 32 forks source link

About Group lasso logistic regression using PGD #33

Closed GuoBruce closed 2 years ago

GuoBruce commented 2 years ago

Thanks for your contribution in group lasso question! What should I do if I want to solve Group lasso logistic regression using proximal gradident descent method? Can you give me some advice?

yngvem commented 2 years ago

This library used FISTA, which is a Nesterov accelerated proximal gradient method, so I guess you could find most of what you need in the source code. Though I'm not sure why you would want to use a non-accelerated version and not just this code...