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Ryan Tibshirani introduced once a more general type of Lasso, where the regularizer is $$\parallel D \alpha \parallel_1$$ instead of $\parallel \alpha \parallel_1$. See paper

However, there is nearly no discussion about this form and I wonder why since its a great way to deal with derivative smoothness regularizers.

• Is there an easy way I overlooked to transform a general Lasso to the standard Lasso form?

• Which algorithm can be used for the gen. lasso? Currently I only tested quadratic programs, but this is quite slow.

Thank you!

Ryan Tibshirani introduced once a more general type of Lasso, where the regularizer is $$\parallel D \alpha \parallel_1$$ instead of $\parallel \alpha \parallel_1$. See paper

However, there is nearly no discussion about this form and I wonder why since its a great way to deal with derivative smoothness regularizers.

• Is there an easy way I overlooked to transform a general Lasso to the standard Lasso form?

• Which algorithm can be used for the gen. lasso? Currently I only tested quadratic programs, but this is quite slow.

Tibshirani introduced once a more general type of Lasso, where the regularizer is $$\parallel D \alpha \parallel_1$$ instead of $\parallel \alpha \parallel_1$. See paper

However, there is nearly no discussion about this form and I wonder why since its a great way to deal with derivative smoothness regularizers.

• Is there an easy way I overlooked to transform a general Lasso to the standard Lasso form?

• Which algorithm can be used for the gen. lasso? Currently I only tested quadratic programs, but this is quite slow.

Thank you!

Ryan Tibshirani introduced once a more general type of Lasso, where the regularizer is $$\parallel D \alpha \parallel_1$$ instead of $\parallel \alpha \parallel_1$. See paper

However, there is nearly no discussion about this form and I wonder why since its a great way to deal with derivative smoothness regularizers.

• Is there an easy way I overlooked to transform a general Lasso to the standard Lasso form?

• Which algorithm can be used for the gen. lasso? Currently I only tested quadratic programs, but this is quite slow.

Thank you!

Tibshirani introduced once a more general type of Lasso, where the regularizer is $$\parallel D \alpha \parallel_1$$ instead of $\parallel \alpha \parallel_1$. See paper

However, there is nearly no discussion about this form and I wonder why since its a great way to deal with derivative smoothness regularizers.

• Is there an easy way I overlooked to transform a general Lasso to the standard Lasso form?

Thank you!

Tibshirani introduced once a more general type of Lasso, where the regularizer is $$\parallel D \alpha \parallel_1$$ instead of $\parallel \alpha \parallel_1$. See paper

However, there is nearly no discussion about this form and I wonder why since its a great way to deal with derivative smoothness regularizers.

• Is there an easy way I overlooked to transform a general Lasso to the standard Lasso form?

• Which algorithm can be used for the gen. lasso? Currently I only tested quadratic programs, but this is quite slow.

Thank you!