sparse-ho
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Name of our Lasso class
Currently the name of the classes encapsulating the estimators is the same as the name of the estimators: for example Lasso is the name of the estimator from sklearn/ celer and the name of the class imported to set the hyperparams of the Lasso. We should change the name of our classes, I propose LassoHO, SVMHO etc we feel to suggest other names.
it's more that the Lasso solution can be differentiated so maybe ?
LassoDiff LassoAutoDiff LassoAD LassoGrad
???