Module ml_problems

Source
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Convenience functions for common ML optimization problems

Functionsยง

elastic_net_regression
Solve Elastic Net regression: min ||Ax - b||^2 + lambda1 ||x||_1 + lambda2 ||x||^2
group_lasso_regression
Solve Group Lasso regression
lasso_regression
Solve Lasso regression: min ||Ax - b||^2 + lambda ||x||_1