yngvem/group-lasso

Support sparse arrays

yngvem opened this issue · 2 comments

Since group lasso is well suited for dummyb encoded covariates, it should support sparse arrays. Currently the code is not tested for that, but there is no reason why this should not be supported.

Experimental support is now added, but is not tested yet.

TODO:

  • Add unit tests for sparse arrays
  • Add example scripts for sparse arrays

Support for sparse matrices are now tested with an example.