  During the past years there has been an explosion of interest in learning
methods based on sparsity regularization. In this paper, we discuss a general
class of such methods, in which the regularizer can be expressed as the
composition of a convex function $\omega$ with a linear function. This setting
includes several methods such the group Lasso, the Fused Lasso, multi-task
learning and many more. We present a general approach for solving
regularization problems of this kind, under the assumption that the proximity
operator of the function $\omega$ is available. Furthermore, we comment on the
application of this approach to support vector machines, a technique pioneered
by the groundbreaking work of Vladimir Vapnik.
