multi-task_lasso

  MMT is a Matlab toolbox implementing the multi-task Lasso models, including: (i) the Lasso (ii) the standard multi-task Lasso, i.e. the group Lasso (iii) the structured input-output multi-task Lasso, a.k.a. the two-graph guided multi-task Lasso proposed in [1]. The last case (iii) subsumes the special cases: tree-guided and the feature-graph guided multi-task Lasso. The core optimization algorithm for solving this model is developed in C to enhance greater computational efficiency. In particular, current scalability of the coefficient matrix that has been tested for MMT is 104*104! The structured input-output multi-task Lasso model is well-suited for addressing the expression quantitative trait loci (eQTL) mapping problems which are of the intrinsic high-dimensional nature. Details can be found in [1].