Illustration of Lasso, group Lasso (gLasso), and sparse group Lasso (sgLasso). Four types of data sources, including Proteomics, GWAS (genome-wide association study), MRI (magnetic resonance imaging), and PET from the Alzheimer's Disease Neuroimaging Initiative (ADNI) database are used for illustration. There are four feature groups, one for each data source. The features selected by each algorithm are highlighted.