IvonDing

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under what condition will the algorithm not converge?

> Seems like some of your data are infinite. Did you clean your data before fitting the model? Yes，I have transformed my X to quantiles between 0 to 1, and...

under what condition will the algorithm not converge?

I have found the problem. The stepsize in the inner group loop is not properly set. The method will converge if the stepsize is smaller. It seems that your method...

under what condition will the algorithm not converge?

> Thanks for your investigations. The group lasso implementation is actually vendored. Mind sharing how you fixed the problem? We might want to have our own group lasso implementation. I...