JuliaAI / JuliaAI/MLJLinearModels.jl

generalized / group lasso

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Dominant language
Julia
Stars
86
Forks
15
PR merge metrics
No merged PRs in 30d

Description

there are a few other regularized forms of Lasso / ElasticNet I would find useful, like group lasso, trend filtering, generalized lasso (& generalized Tikhonov). is this compatible with existing design of solvers?

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Research direction

Start by reviewing the existing Lasso and ElasticNet solver design and how their regularization forms are represented. Compare the requested group lasso, trend filtering, generalized lasso, and generalized Tikhonov options against that design. The work is not ready to start until the supported forms and compatibility approach are defined.

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Assessment

Tech stack
julia
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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