parsimony.functions.nesterov.gl

The :mod:`parsimony.functions.nesterov.gl` module contains the loss function and helper functions for overlapping Group lasso, GL, smoothed using Nesterov's technique.

A_from_groups(*args, **kwargs)

source code

Decorators:

@utils.deprecated("linear_operator_from_groups")

linear_operator_from_groups(num_variables, groups, weights=None, penalty_start=0)

source code

Generates the linear operator for the group lasso Nesterov function
from the groups of variables.

Parameters:
----------
num_variables : Integer. The total number of variables, including the
        intercept variable(s).

groups : A list of lists. The outer list represents the groups and the
        inner lists represent the variables in the groups. E.g. [[1, 2],
        [2, 3]] contains two groups ([1, 2] and [2, 3]) with variable 1 and
        2 in the first group and variables 2 and 3 in the second group.

weights : List. Weights put on the groups. Default is weight 1 for each
        group.

penalty_start : Non-negative integer. The number of variables to exempt
        from penalisation. Equivalently, the first index to be penalised.
        Default is 0, all variables are included.

Module gl

A_from_groups(*args, **kwargs)

linear_operator_from_groups(num_variables, groups, weights=None, penalty_start=0)