copt.utils.
GroupL1
Group Lasso penalty
alpha (float) – Constant multiplying this loss
blocks (list of lists) –
__init__
Initialize self. See help(type(self)) for accurate signature.
Methods
__init__(alpha, groups)
Initialize self.
prox(x, step_size)
prox
prox_factory(n_features)
prox_factory
Optimization in Python