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Sparse Group Lasso

Open fabianp opened this issue 7 years ago • 1 comments

There's some nice code at https://github.com/richford/copt/commit/7ff9dbdcbf2af0951484444d47671d6dafcf093a

fabianp avatar Oct 04 '18 17:10 fabianp

@fabianp, Thanks for developing copt! Please feel free to cannibalize the code you referenced above. Or if you're open to it, I'm also happy to submit a PR with it.

richford avatar Oct 05 '18 11:10 richford