mathurinm / celer

Fast solver for L1-type problems: Lasso, sparse Logisitic regression, Group Lasso, weighted Lasso, Multitask Lasso, etc.
https://mathurinm.github.io/celer/
BSD 3-Clause "New" or "Revised" License
198 stars 32 forks source link

MAINT prune default value different between celer_path and Lasso #269

Open cruyffturn opened 2 years ago

cruyffturn commented 2 years ago

Thank you again for this remarkably fast library.

In the celer_path the default value of prune is 0 while in Lasso, MultiTaskLasso, and GroupLasso it's set to 1 (True).

mathurinm commented 2 years ago

Thanks for pointing this ! It would be better to harmonize indeed. Can you send a PR to harmonize celer_path (set prune default value to True there) and eventually in other functions (Multitask case) ? You can also add an entry in the whatsnew to let users know this has changed