The Group Lasso for Design of Experiments

Kentaro Tanaka, Masami Miyakawa

Published 2013-08-06, updated 2018-02-23Version 2

We introduce an application of the group lasso to design of experiments. Note that we are NOT trying to explain experimental design for the group lasso. Conversely, we explain how we can use the idea of the group lasso in experimental design, showing that the problem of constructing an optimal design matrix can be transformed into a problem of the group lasso. In some numerical examples, we show that we can obtain the orthogonal arrays as the solutions of the group lasso problems.