SparseGroupLasso

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your code vs Fused lasso

2

great code thanks regarding to performance did you compared with https://github.com/FrankD/fuser Fused lasso for high-dimensional regression over groups

Sandy4321

what will be for overlapping group?

1

what will be for overlapping group for example https://github.com/yngvem/group-lasso implements [3] | Yuan L, Liu J, Ye J. (2011), Efficient methods for overlapping group lasso. Advances in Neural Information Processing...

Sandy4321