copt.penalty.GroupL1

class copt.penalty.GroupL1(alpha, groups)

Group Lasso penalty

Parameters

  • alpha (float) – Constant multiplying this loss

  • blocks (list of lists) –

__init__(alpha, groups)

Initialize self. See help(type(self)) for accurate signature.

Methods

__init__(alpha, groups)

Initialize self.

prox(x, step_size)

prox_factory(n_features)