`shrinkage.ClusteredLasso`

Shrinkage for Python · python · 0.2.0

ClusteredLasso(l1: float, fusion: float)

L1 plus uniform all-pairs fusion of signed coefficient values.

The penalty is ``l1 * sum(abs(beta)) + fusion * sum(i<j, abs(beta[i] - beta[j]))``. Strengths must be finite and nonnegative. Each unordered pair contributes once. The intercept is excluded.

`l1`

Source: packages/python/src/shrinkage/penalty.py

l1: float

`fusion`

Source: packages/python/src/shrinkage/penalty.py

fusion: float