your code vs Fused lasso

[Sandy4321]

great code thanks
regarding to performance

did you compared with
https://github.com/FrankD/fuser
Fused lasso for high-dimensional regression over groups

[rtavenar]

Hi @Sandy4321

No, sorry, I did no comparison to other code, since this project was rather a way for me to get hands on sparse group lasso through coding it in Python.

[Sandy4321]

Seems to be you one only who has code for spars group lasso on github
Great Job!!
Or do you know some another package?
Can your code find groups by itself, or groups should be identified by clustering before
May you share what algorithm you use is it fused lasso?
Thanks again for your code