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Implementation of the block coordinate descent procedure for solving the proximal function of latent group Lasso, highlighted by decomposing a DAG into several nonoverlapping path graphs, and getting closedform solution for each path graph. The procedure was introduced as Algorithm 4 in Yan and Bien (2017) <doi:10.1214/17STS622> "Hierarchical Sparse Modeling: A Choice of Two Group Lasso Formulations", and the closedform solution for each path graph is solved in Algorithm 3 of that paper.
Package details 


Author  Xiaohan Yan [aut, cre], Jacob Bien [aut, cre] 
Maintainer  Xiaohan Yan <[email protected]> 
License  GPL3 
Version  0.2.0 
URL  https://github.com/yanxht/hsm 
Package repository  View on CRAN 
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