group lasso的代码
时间: 2024-05-12 20:21:07 浏览: 24
以下是Python中的Group Lasso代码示例:
```python
import numpy as np
from sklearn.linear_model import Lasso
class GroupLasso:
def __init__(self, groups, alpha=1.0):
self.groups = groups
self.alpha = alpha
self.models = {}
def fit(self, X, y):
for group in self.groups:
mask = np.zeros(X.shape[1], dtype=bool)
mask[group] = True
X_group = X[:, mask]
model = Lasso(alpha=self.alpha)
model.fit(X_group, y)
self.models[group] = model
def predict(self, X):
y_pred = np.zeros(X.shape[0])
for group, model in self.models.items():
mask = np.zeros(X.shape[1], dtype=bool)
mask[group] = True
X_group = X[:, mask]
y_pred += model.predict(X_group)
return y_pred
```
这个类实现了Group Lasso算法。构造函数接受一个groups参数,它是一个列表,其中每个元素都是一个表示一组特征的索引列表。alpha参数是用于Lasso模型的正则化参数。fit方法使用Lasso模型训练每个组的特征。predict方法使用每个组的模型来预测新数据的标签。