Group Lasso

The group Lasso partitions a coefficient vector into groups $G_1,\dots ,G_q$ and replaces the coordinatewise ${\ell }^1$ penalty with a weighted sum of group norms,It tends to retain or discard an entire group at once. Its dual norm isso the corresponding Holder inequality is $|u^{T}v|\le P(u)P^{\ast }(v)$.