Fig. 2.
Example of group sparsity patterns of the first layer weights of a cMLP with four first layer hidden units and four input series with maximum lag k = 4. Differing sparsity patterns are shown for the three different structured penalties of group lasso (GROUP) from Equation (9), group sparse group lasso (MIXED) from Equation (10) and hierarchical lasso (HIER) from Equation (11).