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=== Group lasso ===
Group lasso is a generalization of the [[Lasso (statistics)|lasso method]] when features are grouped into disjoint blocks.<ref name=groupLasso>{{cite journal|last=Yuan|first=M.|author2=Lin, Y. |title=Model selection and estimation in regression with grouped variables|journal=J. R. Stat. Soc. B|year=2006|volume=68|issue=1|pages=49–67|doi=10.1111/j.1467-9868.2005.00532.x|s2cid=6162124|url=https://semanticscholar.org/paper/d98ef875e2cbde3e2cc8fad521e3cbfe1bddbd69|doi-access=free}}</ref> Suppose the features are grouped into blocks <math>\{w_1,\ldots,w_G\}</math>. Here we take as a regularization penalty
:<math>R(w) =\sum_{g=1}^G \|w_g\|_2,</math>
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