Group Lasso 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: 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.
Last updated: February, 12th 2008
Matlab
code - version 1.0
Future
improvements
Demos
F. Bach, Consistency of the group Lasso and multiple kernel learning, Technical report HAL-00164735, 2008. [pdf] [slides]
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