# Efficient Implementations of the Generalized Lasso Dual Path Algorithm

arXiv: https://arxiv.org/abs/1405.3222 · HTML: https://mlsanity.com/paper/1405.3222/

## Key facts

- Cited by 12 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 13 May 2014.

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## Abstract (arXiv)

We consider efficient implementations of the generalized lasso dual path algorithm of Tibshirani and Taylor (2011). We first describe a generic approach that covers any penalty matrix D and any (full column rank) matrix X of predictor variables. We then describe fast implementations for the special cases of trend filtering problems, fused lasso problems, and sparse fused lasso problems, both with X=I and a general matrix X. These specialized implementations offer a considerable improvement over the generic implementation, both in terms of numerical stability and efficiency of the solution path computation. These algorithms are all available for use in the genlasso R package, which can be found in the CRAN repository.