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Mixed penalties #56

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pbreheny opened this issue Dec 22, 2022 · 0 comments
Open

Mixed penalties #56

pbreheny opened this issue Dec 22, 2022 · 0 comments

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@pbreheny
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It would be nice to allow the user to specify penalty as a vector so that different penalties could be used for different groups. For example, if some groups may be splines but others, we wish to carry out bi-level selection.

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