- Improved scikit-learn compatibility
- Fixed bug where fitted estimators were unpicklable
- Fixed so GroupLasso objects can be initialised without specifying the groups
- Fixed bug with viewing the selected groups
- Changed to ConvergenceWarning instead of RuntimeWarning for when FISTA doesn't converge
- Fixed typo in warning message
- Fixed bug with list input for the groups
- Added matplotlib to requirements.txt
- Changed how groups are parsed, should hopefully fix some unreported bugs
- Fixed bug with how LogisticGroupLasso applied intercept in some methods
- Implemented backtracking line search for Lipschitz
- Added centering-based preconditioning for dense design matrices
- Merged logistic group lasso and multinomial group lasso to one class.
- Added support for sparse matrices.
- Added utility for extracting groups from a sklearn OneHotEncoder.
- Added option to control group-wise scaling of regularisation.
- Fixed bug where the old_regularisation and supress_warning arguments could only be set by the base group lasso class, but none of the actual models.
- Fixed bug where the regularisation was multiplied with the Lipschitz coefficient of the loss gradient.
- Added warm restarts
- Started changelog
- Working group LASSO regularised least squares, logistic and multinomial regression.