`CDClassifier` in my project lightning supports group-lasso for multi-class
classification:
http://www.mblondel.org/lightning/generated/lightning.classification.CDClassifier.html#lightning.classification.CDClassifier
Groups are defined as the class weights for each feature and cannot be
changed.
If you want flexibility with respect to groups and in addition need
overlapping groups, I would go for ADMM.
Mathieu
On Wed, Sep 24, 2014 at 2:29 AM, Michael Eickenberg <
michael.eickenb...@gmail.com> wrote:
> for that you could take a look at spams
> http://spams-devel.gforge.inria.fr (it has python bindings) or use any
> general analysis sparsity optimizer and choose the analysis operator to fit
> your problem.
>
> hth,
> michael
>
> On Tuesday, September 23, 2014, Pedro Cardoso <karudoso+skle...@gmail.com>
> wrote:
>
>> Thank you for the reference.
>> Do you know of anything with overlapping groups ? This implementation
>> seems for the non-overlapping case.
>>
>> Regards,
>> Pedro
>>
>> 2014-09-23 18:16 GMT+02:00 Michael Eickenberg <
>> michael.eickenb...@gmail.com>:
>>
>>> yes, but it hasn't been integrated in scikit learn. take a look at
>>> fabian's coordinate descent implementation here
>>> https://gist.github.com/fabianp/1423373
>>>
>>> i think a pr based on this would be very much welcomed
>>>
>>> michael
>>>
>>>
>>> On Tuesday, September 23, 2014, Pedro Cardoso <
>>> karudoso+skle...@gmail.com> wrote:
>>>
>>>> Hi there.
>>>>
>>>> Was any work been done for Group Lasso Linear classification.
>>>>
>>>> Thanks for any info.
>>>>
>>>> references :
>>>>
>>>> Jerome Friedman, Trevor Hastie, and Robert Tibshiran. 2010. A note on
>>>> the group lasso and a sparse group lasso. Technical report, Stanford
>>>> University.
>>>> Yogatama, Dani, and Noah A. Smith. "Linguistic Structured Sparsity
>>>> in Text Categorization." Proc. of ACL. 2014.
>>>>
>>>
>>>
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