SparseGroupLasso
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what will be for overlapping group?
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 Systems (pp. 352-360) |
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Hi
I guess the code as it is now does not handle such cases.
Sorry.