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jelena-markovic / Group_LASSO.ipynb
Last active January 30, 2018 21:13
group lasso
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import numpy as np
import regreg.api as rr
import pandas as pd
import selection.api as sel
from selection.tests.instance import gaussian_instance
from selection.algorithms.lasso import lasso
import selection.tests.reports as reports
from selection.tests.flags import SMALL_SAMPLES, SET_SEED
from selection.tests.decorators import wait_for_return_value, set_seed_iftrue, set_sampling_params_iftrue, register_report
from statsmodels.sandbox.stats.multicomp import multipletests
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@jelena-markovic
jelena-markovic / lasso_power.ipynb
Created February 9, 2017 00:13
Non-randomized Lasso power
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