This repository contains code for the paper:
Adaptive Dimension Reduction for Overlapping Group Sparsity
Yifan Bai, Clarice Poon, Jingwei Liang
https://arxiv.org/abs/2601.20697
To start, open MATLAB at the repo root, and run mexcpp.m first. This will compile the C++ MEX files.
test_LASSO.m: experiments for LASSO
test_GLASSO.m: experiments for group LASSO
test_MTLASSO.m: experiments for multi-task LASSO
test_OGLASSO.m: experiments for overlapping group LASSO
test_OGLASSO_CS.m: experiments for overlapping group LASSO (compressed sensing)
toolbox/: MATLAB toolbox code
python/: auxiliary Python code for test of CELER
figure/: figures of the experiments
log/: logs (if generated)
mexcpp.m: MEX build script