# shrinkage::GroupLasso

Shrinkage for Rust · 0.3.0

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/penalty/group_lasso.rs>)

```rust
pub struct GroupLasso
```

Group LASSO `lambda * sum_g weights[g] * ||beta[g]||₂`. 

Groups address optimization-scale coefficients and exclude intercepts. The supplied [`DisjointGroups`](<66837f98e8b085ca419007cb1086d289a594d7573fda3cdd4d56b38563de68bc>) fixes the coefficient count, explicit weights, and coverage policy. There is no implicit group-size scaling. Zero-weight groups and uncovered coefficients are unpenalized. Singleton groups give weighted L1, and zero lambda gives the zero penalty. 

The exact proximal map shrinks each block by `max(1 - step * lambda * weight / ||input[g]||₂, 0)` and copies free coordinates. Value evaluation and the prox take linear time and allocate no scratch storage. Gaussian fits use [`crate::ProximalGradient`](<dbf207e0ed64fdc5c0f5cc6c364e567527bca92737c69f45f608ed62e8d669d5>)'s reusable product and iteration workspaces through both typed and runtime problems. 

```rust
use shrinkage::{DisjointGroups, GroupLasso, Penalty, ProximalPenalty, UncoveredPolicy};

let groups = DisjointGroups::new(
    3, vec![vec![0, 2]], vec![2.0], UncoveredPolicy::Unpenalized,
)?;
let penalty = GroupLasso::new(0.5, groups);
assert_eq!(penalty.value(&[3.0, 9.0, 4.0])?, 5.0);
let mut output = [0.0; 3];
penalty.prox(&[3.0, 9.0, 4.0], 2.0, &mut output)?;
assert!((output[0] - 1.8).abs() < 1e-14);
assert_eq!(output[1], 9.0);
```

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## Inherent implementation

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/penalty/group_lasso.rs>)

```rust
impl GroupLasso
```

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### `groups`

```rust
pub fn groups(&self) -> &DisjointGroups
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/penalty/group_lasso.rs>)

Immutable group definitions, weights, and coverage policy. 

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### `lambda`

```rust
pub fn lambda(&self) -> f64
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/penalty/group_lasso.rs>)

Configured multiplier of all explicit group weights. 

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### `new`

```rust
pub fn new(lambda: f64, groups: DisjointGroups) -> Self
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/penalty/group_lasso.rs>)

Set the overall strength and validated groups. Strength is checked on use. 

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## Implementation of Clone

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/penalty/group_lasso.rs>)

```rust
impl Clone for GroupLasso
```

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### `clone`

```rust
fn clone(&self) -> Self
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/penalty/group_lasso.rs>)

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## Implementation of Debug

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/penalty/group_lasso.rs>)

```rust
impl Debug for GroupLasso
```

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### `fmt`

```rust
fn fmt(&self, f: &mut core::fmt::Formatter<'_>) -> core::fmt::Result
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/penalty/group_lasso.rs>)

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## [Implementation of Penalty](<a4f4243001e8d9121fca7a92bcb924b17aa5375aba23987fae95b2a05faf5245>)

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/penalty/group_lasso.rs>)

```rust
impl Penalty for GroupLasso
```

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### `Error`

```rust
type Error = FitError;
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/penalty/group_lasso.rs>)

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### `validate_input`

```rust
fn validate_input(&self, coefficients: &[f64]) -> Result<(), FitError>
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/penalty/group_lasso.rs>)

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### `value`

```rust
fn value(&self, coefficients: &[f64]) -> Result<f64, FitError>
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/penalty/group_lasso.rs>)

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## [Implementation of ProximalPenalty](<45434a0394c5d718086e7e777f7db8271e2fb2b568e2519720168e5ea2877ed0>)

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/penalty/group_lasso.rs>)

```rust
impl ProximalPenalty for GroupLasso
```

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### `prox`

```rust
fn prox(
    &self,
    input: &[f64],
    step: f64,
    output: &mut [f64]
) -> Result<(), FitError>
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/penalty/group_lasso.rs>)

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## Implementation of Freeze

```rust
impl Freeze for GroupLasso
```

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## Implementation of RefUnwindSafe

```rust
impl RefUnwindSafe for GroupLasso
```

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## Implementation of Send

```rust
impl Send for GroupLasso
```

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## Implementation of Sync

```rust
impl Sync for GroupLasso
```

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## Implementation of Unpin

```rust
impl Unpin for GroupLasso
```

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## Implementation of UnsafeUnpin

```rust
impl UnsafeUnpin for GroupLasso
```

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## Implementation of UnwindSafe

```rust
impl UnwindSafe for GroupLasso
```

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## Implementation of Any

```rust
impl<T> Any for T where T: 'static + ?Sized
```

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## Implementation of Borrow

```rust
impl<T> Borrow<T> for T where T: ?Sized
```

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## Implementation of BorrowMut

```rust
impl<T> BorrowMut<T> for T where T: ?Sized
```

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## Implementation of ByRef

```rust
impl<T> ByRef<T> for T
```

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## Implementation of CastableFrom

```rust
impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT where ST: ?Sized, DT: ?Sized
```

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## Implementation of CastableFrom

```rust
impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT where ST: ?Sized, DT: ?Sized
```

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## Implementation of CloneToUninit

```rust
impl<T> CloneToUninit for T where T: Clone
```

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## Implementation of From

```rust
impl<T> From<T> for T
```

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## Implementation of Imply

```rust
impl<T, U> Imply<T> for U where T: ?Sized, U: ?Sized
```

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## Implementation of Into

```rust
impl<T, U> Into<U> for T where U: From<T>
```

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## Implementation of IntoEither

```rust
impl<T> IntoEither for T
```

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## Implementation of Pointable

```rust
impl<T> Pointable for T
```

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## Implementation of Read

```rust
impl<T> Read<Exclusive, BecauseExclusive> for T where T: ?Sized
```

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## Implementation of Same

```rust
impl<T> Same for T
```

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## Implementation of SupersetOf

```rust
impl<SS, SP> SupersetOf<SS> for SP where SS: SubsetOf<SP>
```

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## Implementation of ToOwned

```rust
impl<T> ToOwned for T where T: Clone
```

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## Implementation of TryFrom

```rust
impl<T, U> TryFrom<U> for T where U: Into<T>
```

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## Implementation of TryInto

```rust
impl<T, U> TryInto<U> for T where U: TryFrom<T>
```