group in group lasso

by user256342   Last Updated August 13, 2019 19:19 PM

how to make group in group lasso for classification task I have a data matrix for 20530 and 220 observations. i just wondr how to define group index for in this code.

define group index group <- rep(1:20,each=5)

5-fold cross validation using group lasso penalized logisitic regression cv <- cv.gglasso(x=bardetx,y=bardety, group=group, loss="ls", pred.loss="L2", lambda.factor=0.05, nfolds=5)



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