API Documentation

Estimators

DirtyModel([alpha, beta, fit_intercept, …])	DirtyModel estimator with L1 and L1/L2 mixed-norm as regularizers.
GroupLasso([alpha, fit_intercept, …])	GroupLasso estimator with L1/L2 mixed-norm as regularizer.
IndLasso([alpha, fit_intercept, normalize, …])	Independent Lasso estimator with L1 regularizer.
IndRewLasso([alpha, fit_intercept, …])	Independent Reweighted Lasso estimator with L1 regularizer.
MultiLevelLasso([alpha, fit_intercept, …])	MultiLevelLasso estimator with a non-convex product decomposition.
MTW([alpha, beta, M, epsilon, gamma, …])	A class for Multitask Wasserstein regularization.
ReMTW([alpha, beta, M, epsilon, gamma, …])	A class for reweighted Multitask Wasserstein regularization.