Alexandre Gramfort

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to me the hcp loader should not be present here or at least not using hard coded path. There is no chance this hcp code is working for anyone.

thx @DimitriPapadopoulos

There is no plan but pull requests are welcome. Thanks

we do some black magic for windows along these lines here: https://github.com/openmeeg/findmkl_cmake/blob/master/cmake/FindMKL.cmake#L222 I fear you'll have to find your own way to consolidate this attempt that so fare works for...

this finds all the libraries but does not tell you which ones to use and I doubt it can handle static and dynamic

do you get an error if you try to fit next with less estimators? for a Lasso for example you would need to fit first with a high alpha and...

my problem how do you tell grid search was is a parameter that you can warm started what cannot be? eg in GBRT n_estimators can be. What if you do:...

Ping @rkobler

not ready yet. Requires more testing.