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Table 1 Sparse approaches

From: A flexible framework for sparse simultaneous component based data integration

Norm

Properties

Sparse approach

  

Lasso

Elastic net

Group lasso

Sparse group lasso

Elitist lasso

l 1

selection and shrinkage at the level of the concatenated data

YES

YES

NO

YES

NO

l 2 2

shrinkage, groups correlated variables

NO

YES

NO

NO

NO

l 2,1

selection and shrinkage of entire blocks

NO

NO

YES

YES

NO

L 1,2

selection and shrinkage within each block

NO

NO

NO

NO

YES

  1. Different norms used in the context of sparse approaches, their properties, and specific sparse approaches based on particular combinations of the penalties. A 'YES' indicates that the norm is active in the approach.