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 |
| 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 |