Joseph Salmon

I have some LaTeX issues with the underscores: e.g.: ``` ! Missing $ inserted. $ l.19 {\sffamily ModOpt-FISTA[restart_ strategy=adaptive-1]} No pages of output. Transcript written on 2fb8f65c1aac04d8efa46e74112dc8b3.log. ```

That's an interesting attempt. Though we have to deal with the NaN (for instance between 0.05...0.078). Any thought on this kind of issue? To me, it is not natural neither...

I wrote 'Nan' but meant: no value will exist for some timings and then all of a sudden a bad point would pop-up...so this is also weird, making big gaps...

Same issue on my machine.

this seems documented and tedious though: https://github.com/conda-forge/r-base-feedstock/issues/37

I would go for an AdaptiveLasso and AdaptiveLassoCV class. This is not yet easy to find such an implementation in Python and would be a very interesting for the community....

Thanks for the proposition and the references! Actually we are working on that. We mostly need a better naming than AdatativeLasso, since we are actually targeting what you describe. Moreover,...

I totally agree for MCP (though I found SCAD overrated: https://hal.inria.fr/hal-01267701v2/document, section 5.2). Moreover, in terms of history, I found an even earlier work where the iterative reweighted scheme was...

That's lovely. Thanks for this solution.