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Published 20 hours ago • verified publisher icon openopt

Allow group lasso with non-contiguous groups

Open fabianp opened this issue 6 years ago • 2 comments

fabianp avatar Oct 04 '18 17:10 fabianp

Hi, I'm a heavy user of the group L1 penalty and I'd be happy to help with implementing it in copt. I've already done a similar contribution for another package (https://github.com/epfl-lts2/pyunlocbox/pull/26).

Is there still interest in having a non-contiguous GroupL1 penalty in copt? I can prepare a PR.

matteofrigo avatar Mar 19 '21 11:03 matteofrigo

that would be great @matteofrigo !

fabianp avatar Mar 19 '21 11:03 fabianp