The Group Lasso for Design of Experiments

TL;DR

This paper applies the group lasso technique to the design of experiments, transforming the construction of optimal design matrices into a group lasso problem, successfully deriving orthogonal arrays in numerical examples.

Contribution

It introduces a novel approach using the group lasso for experimental design, enabling the derivation of optimal designs and orthogonal arrays.

Findings

Orthogonal arrays obtained as solutions of the group lasso problem

Demonstrates the effectiveness of group lasso in experimental design

Provides numerical examples illustrating the approach

Abstract

We introduce an application of the group lasso to design of experiments. Note that we are NOT trying to explain experimental design for the group lasso. Conversely, we explain how we can use the idea of the group lasso in experimental design, showing that the problem of constructing an optimal design matrix can be transformed into a problem of the group lasso. In some numerical examples, we show that we can obtain the orthogonal arrays as the solutions of the group lasso problems.