Examples
These examples use the sparse group lasso and synthetic data to demonstrate how groupyr can be used to solve penalized regression problems with grouped covariates. Because the data is synthetically generated, we know the “ground truth” and can compare to the estimated important features chosen by the groupyr models.
Logistic Sparse Group Lasso for grouped sparse signals
Logistic Sparse Group Lasso for grouped sparse signals
Visualizing the SGL regularization path
Visualizing the SGL regularization path
Rudimentary performance comparison of groupyr and group-lasso
Rudimentary performance comparison of groupyr and group-lasso
Sparse Group Lasso for grouped sparse signals
Sparse Group Lasso for grouped sparse signals
Specifying a scoring criterion for model selection
Specifying a scoring criterion for model selection