Group Lasso package for Python
Project description
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. ]) `
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