Description Usage Arguments Value References See Also Examples
This function implements the group soft-thresholding operator for a vector which elements are priorly split into groups. For the complete mathematical formulation, the reader may refer to the references below.
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b |
a numerical vector. |
lambda |
a positive scalar containing the regularization parameter. |
index |
a vector of integers of size |
sizegroup |
a boolean. if TRUE, the size of the groups is taken into account in the thresholding operation. |
Returns the sparse vector after the group soft-thresholding operation.
M. Chavent, J. Lacaille, A. Mourer and M. Olteanu (2020). Sparse k-means for mixed data via group-sparse clustering, to appear in ESANN proceedings.
M. Yuan and Y. Lin (2006). Model selection and estimation in regression with grouped variables. J. R. Statist. Soc. B, Vol. 68(1), p. 49-67.
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