[x] Active set ordering: currently, we loop over the active set in the order of ever-active. There has been some work on randomized ordering. We have not yet explored all the ordering options. Typically, the difficult part of fitting is when lambda gets small, so a good ordering should be stable in that regime. Doesn't seem fruitful given the dearth of literature..
[x] Minimum-norm solution for group lasso. Tasked already
Active set ordering: currently, we loop over the active set in the order of ever-active. There has been some work on randomized ordering. We have not yet explored all the ordering options. Typically, the difficult part of fitting is when lambda gets small, so a good ordering should be stable in that regime.Doesn't seem fruitful given the dearth of literature..Minimum-norm solution for group lasso.Tasked already