Dear all, I am using the LASSO model to optimize a huge sparse coefficient-matrix, W. Luckily, I have known how many independent elements and how they distribute in the coefficient matrix. What I want to obtain now is just the values of these independent elements. Is there a way to define such a constrained coefficient matrix (only constructed from some independent elements) and use it to do the optimization with LASSO method in 'sklearn'? Or is there any suggestion to figure out this problem?
Happy new years. Best Guoqiang
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