## Iteratively Reweighted Group Lasso based on Log-composite Regularization

This paper addresses supervised learning problems with structured sparsity, where subsets of model coefficients form distinct groups. We introduce a novel log-composite regularizer in a bi-criteria optimization problem together with a loss (e.g., least squares) in order to reconstruct the desired group sparsity structure. We develop an iteratively reweighted algorithm that solves the group LASSO … Read more