FEAT - Add WeightedGroupL2_plus_L1 penalty
#207
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For unittest, we need to add support for fix-point distance strategy to build working sets in the I opened an issue #208 |
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Context of the PR
This PR adds a sparse weighted group L2 penalty enabling for instance fitting a sparse group Lasso estimator.
Closes #198
Contributions of the PR
WeightedGroupL2_plus_L1penaltyChecks before merging PR