andersoncd
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Improvements for WeightedLasso class
- [x] find new name for class as it will handle enet
- [x] add support for generic triplet
penalty(w, alpha), prox(w[j], alpha, stepsize), kkt_violation(XtR, alpha)
to handle any penalty (maybe we should pass aPenalty
jit class instead ?) - [ ] be aware that WeightedLasso needs a array to work correctly
- [ ] pass scikitlearn's
check_estimator
- [x] in path, keep XtR (to be called gradient later on, for generic datafits) up to date (it's computed at first iteration for WS creation, and before exit to check KKT)
@QB3 I have edited the todolist for monday's sprint, feel free to add stuff. I think having a functional enet at the end of the day would be nice and useful for the community !