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prove of equation(8) #8

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lizhenstat opened this issue Jul 16, 2020 · 0 comments
Open

prove of equation(8) #8

lizhenstat opened this issue Jul 16, 2020 · 0 comments

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@lizhenstat
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lizhenstat commented Jul 16, 2020 •
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Hi, can you give a proof equation(8) in the paper.
Campbell give a coordinate descent algorithmn for optimization of a predictive regression modeling with exclusive lasso regularization in paper Within group variable selection through the exclusive lasso
since this regularization does not have an analytical solution

Thanks
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