MRG: Use gradient descent in LassoCV example

QB3 / sparse-ho

Fast hyperparameter settings for non-smooth estimators:

http://qb3.github.io/sparse-ho

BSD 3-Clause "New" or "Revised" License

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Closed QB3 closed 3 years ago

mathurinm commented 3 years ago

@josephsalmon wdyt ?

I start at 0.9 * lambda_max so that it's fair (starting at lambda_max / 100 could be considered as getting closer to optimum)