.. _example_linear_model_plot_multi_task_lasso_support.py:


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Joint feature selection with multi-task Lasso
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The multi-task lasso allows to fit multiple regression problems
jointly enforcing the selected features to be the same across
tasks. This example simulates sequential measurements, each task
is a time instant, and the relevant features vary in amplitude
over time while being the same. The multi-task lasso imposes that
features that are selected at one time point are select for all time
point. This makes feature selection by the Lasso more stable.



**Python source code:** :download:`plot_multi_task_lasso_support.py <plot_multi_task_lasso_support.py>`

.. literalinclude:: plot_multi_task_lasso_support.py
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