yngvem / group-lasso

Group Lasso implementation following the scikit-learn API
MIT License
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Support sparse arrays #5

Closed yngvem closed 4 years ago

yngvem commented 4 years ago

Since group lasso is well suited for dummyb encoded covariates, it should support sparse arrays. Currently the code is not tested for that, but there is no reason why this should not be supported.

yngvem commented 4 years ago

Experimental support is now added, but is not tested yet.

TODO:

yngvem commented 4 years ago

Support for sparse matrices are now tested with an example.