Fabian Pedregosa

Hi, A patch that implements partial_fit would definitely be a nice addition ! Please submit a patch with the modifications that you propose. I'll allocate time to review them. On...

Hey, I don't have plans of implementing it in the short future but patches are welcomed :-)

Yes, in lightning there are multiple generic solvers. For sparse group lasso, you probably want to use [coordinate descent](https://github.com/scikit-learn-contrib/lightning/blob/master/lightning/impl/primal_cd.py) or FISTA. So implementing the sparse group lasso amount to define...

Simplifying a lot I would say that they both have similar performance, but this will depend depend on things like sparsity/number of features / strong convexity

For now we don't as the existing group lasso implementation considers that groups are equal to the coefficient associated with the different classes (is dependent of a multiclass formulation). I...

You are right, there isn't

no plan for me to work on that in the short term.

Sure, I just wanted a placeholder but have no problem changing it. On Mar 7, 2016 5:55 AM, "Mathieu Blondel" [email protected] wrote: > @fabianp https://github.com/fabianp I saw that you started...

If you would like me to do it just let me know the colors you had in mind.

Personally I would respect the scikit-learn colors, as it gives a recognizable look and feel. I like for example how [Nilearn](http://nilearn.github.io/) does it, as colors instantly remember scikit-learn but the...