If you are looking for efficient and scikit-learn-like models with group structure such Group Lasso and Group Logistic Regression, have a look at skglm
skglm provides efficient and scikit-learn-compatible models with group structure such as Group Lasso and Group Logistic Regression.
It extends the features of scikit-learn for Generalized Linear Models by implementing a wealth of missing models.
Check out the documentation for the full list of supported models, and the Gallery of examples to see its speed and efficiency when tackling large scale problems.
If you are looking for the grouplasso documentation, view the old version of the README.