[NEW FEATURE] COmposition Operator

[chaithyagr]

Is your feature request related to a problem? Please describe.
We need a composition operator that takes in a vector of operators and carries out composition.
These indivitual operations can as well be proximity or linear operators. This way we can implement SparseGroupLASSO as GroupLASSO(SparseThreshold) and so on.

Describe the solution you'd like
Implement a class as:

class CompositionOperator(Base):
    def __init__(list_of_operators):
        self.list = list
...
    def _op_method(data):
        result = data
        for i in range(len(self.list):
            result = self.list[i].op(result)
        return result

Are you planning to submit a Pull Request?

• Yes
• No