Extend adelie to support different penalties #109
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Other softwares seem to support a lot more penalties such as sparse group lasso (l1 + l2), MCP, SCAD. Think about how to abstract out penalty and constraints. This is tricky because a constraint class currently dictates how to perform the block-update, but it hard-codes the penalty to be elastic net.
Nice to haves:
API:
penalty
and aconstraint
whether there exists a block-update function given these two.The text was updated successfully, but these errors were encountered: