SWAGGER: Sparsity Within and Across Groups for General Estimation and Recovery

Abstract: Penalty functions or regularization terms that promote structured solutions to optimization problems are of great interest in many fields. Proposed in this work is a nonconvex structured sparsity penalty that promotes one-sparsity within arbitrary overlapping groups in a vector. This allows one to enforce mutual exclusivity between components within solutions to optimization problems. We show multiple example use cases (including a total variation variant), demonstrate synergy between it and other regularizers, and propose an algorithm to efficiently solve problems regularized or constrained by the proposed penalty.