Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A note on the group lasso and a sparse group lasso   We consider the group lasso penalty for the linear model. We note that the
standard algorithm for solving the problem assumes that the model matrices in
each group are orthonormal. Here we consider a more general penalty that blends
the lasso (L1) with the group lasso ("two-norm"). This penalty yields solutions
that are sparse at both the group and individual feature levels. We derive an
efficient algorithm for the resulting convex problem based on coordinate
descent. This algorithm can also be used to solve the general form of the group
lasso, with non-orthonormal model matrices.

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The categories of this paper are: atom-ph
18
The categories of this paper are: econ
14
The categories of this paper are: math-ph
5
The categories of this paper are: gr-qc
35
The categories of this paper are: mtrl-th
15
The categories of this paper are: nucl-ex
23
The categories of this paper are: solv-int
12
The categories of this paper are: nucl-th
9
The categories of this paper are: nlin
33
The categories of this paper are: plasm-ph
31
The categories of this paper are: ao-sci
13
The categories of this paper are: quant-ph
8
The categories of this paper are: hep-ex
20
The categories of this paper are: acc-phys
34
The categories of this paper are: chem-ph
26
The categories of this paper are: bayes-an