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Published 20 hours ago • verified publisher icon skggm

Fused and Group Graphical Lasso

Open haluk opened this issue 4 years ago • 1 comments

Does the package support FGL and GGL? If it doesn't, how difficult to add them to the current API?

haluk avatar Oct 16 '20 06:10 haluk

Hi @haluk

I believe we could add support for extending the QUIC solver to support GGL or the mixed l1/l1,p norm, if we added cython support for the functions found in QUIC-mixed.C. Here is the original paper proposing this solver.

For a comparison point take a look at the cython code for the QUIC algorithm in pyquic

PRs would be very welcome and would also solve the enhancement requested in #17

mnarayan avatar Dec 24 '20 04:12 mnarayan