Group Lasso
 
           
 Last updated: February, 12th 2008

Description
Matlab code - version 1.0
Future improvements
Demos


Description

The grouplasso package is a Matlab program that solves the optimization problems of the grouplasso. This code is not meant to be fast but meant to be precise (machine precision duality gap). Moreover, it contains computations of covariance operators in closed form. It is mainly there to allow reproducibility of the results presented in the following paper.

For more information, please read the following paper:

F. Bach,  Consistency of the group Lasso and multiple kernel learning, Technical report HAL-00164735, 2008. [pdf] [slides]


Matlab code - version 1.0

Precise instructions on how to use the package as well as a demo script are included in the archive file.  See the demo scripts in the package. Also, you will need to compile the file icd_gauss.c by typing 'mex icd_gauss.c' at the Matlab prompt.

The grouplasso package is provided free for non-commercial use under the terms of the GNU General Public License. If you have any questions or comments regarding this package, or if you want to report any bugs, please send an e-mail to francis.bach@mines.org. The current version 1.0 has been released on February 12th 2008. Check this web page regularly for newer versions.

grouplasso version 1.0


 


THIS SOFTWARE IS PROVIDED BY THE AUTHOR ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.