Proximal gradient descent solver for the operators lasso, (fitted) group lasso, and (fitted) sparse-group lasso. The implementation involves backtracking line search and warm starts. Input data needs to be clustered/ grouped for each group lasso variant before calling these algorithms.
|Author||Jan Klosa [aut, cre], Noah Simon [ths], Dörte Wittenburg [ths]|
|Maintainer||Jan Klosa <email@example.com>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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