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EugeneNdiaye / smoothed_concomitant_lasso

Joint estimation of location and scale parameters with l1 regularization.
http://iopscience.iop.org/article/10.1088/1742-6596/904/1/012006/meta
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ENH: add concomitant_lasso_path() function #2

Closed mathurinm closed 6 years ago

mathurinm commented 6 years ago

a pure python wrapper should be enough Most of the code at https://github.com/mathurinm/celer/blob/master/celer/homotopy.py#L14

can be reused I think

EugeneNdiaye commented 6 years ago

Exist already: SC_path in smoothed_concomitant.py.

mathurinm commented 6 years ago

Ok, to make it obvious we could import it in the init