GroupLasso

Group Lasso package for Python.

## Installation Guide

### Using pip

The easiest way to install GroupLasso is using pip

` pip install GroupLasso `

### Building from source

Run the following commands:

` git clone https://github.com/AnchorBlues/GroupLasso.git cd GroupLasso python setup.py install `

## Getting started Here is the GroupLassoRegressor model:

`python from grouplasso import GroupLassoRegressor `

Create sample dataset: `python import numpy as np np.random.seed(0) X = np.random.randn(10, 3) # target variable is strongly correlated with 0th feature. y = X[:, 0] + np.random.randn(10) * 0.1 `

Set group_ids, which specify group membership: `python # 0th feature and 1st feature are the same group. group_ids = np.array([0, 0, 1]) `

You can now train Group Lasso: `python model = GroupLassoRegressor(group_ids=group_ids, random_state=42, verbose=False, alpha=1e-1) model.fit(X, y) `

Note that all the members of a particular group are either selected(coef_ != 0) or not selected(coef_ == 0). `python model.coef_ # array([ 0.84795715, -0.01193528, -0. ]) `