ENH Add SLOPE penalty #92
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Co-authored-by: Badr MOUFAD <[email protected]>
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What do you think of adding https://github.com/jolars/pyslope as a test dependecy for SLOPE and test that we find the same solution ? |
I think it's a good idea. Then we can have a "true" test |
Badr-MOUFAD
reviewed
Oct 27, 2022
Badr-MOUFAD
reviewed
Nov 2, 2022
Co-authored-by: Badr MOUFAD <[email protected]>
mathurinm
approved these changes
Nov 2, 2022
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merge when green |
Badr-MOUFAD
approved these changes
Nov 2, 2022
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POC of the SLOPE penalty with FISTA solver. We should first merge #91 before this one.