Sparse Linear Multi-Task Regression

Use CoopLassoCV to perform sparse linear multi-task regression with correlation-based information sharing.

API Reference

• collasso.multi_task module
• collasso.single_task module
• collasso.simulate module
  • Examples
  • simulate()
• Examples
  • Initialisation
  • (i) Multi-task regression with a common feature matrix
  • (ii) Multi-task regression with specific feature matrices
  • (iii) Multi-task regression with privileged information
  • Related packages