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scikit-learn-contrib / skglm

Fast and modular sklearn replacement for generalized linear models
http://contrib.scikit-learn.org/skglm
BSD 3-Clause "New" or "Revised" License
156 stars 29 forks source link

FEAT add FISTA solver #89

Closed mathurinm closed 1 year ago

mathurinm commented 1 year ago

could be useful for the SLOPE penalty

PABannier commented 1 year ago

A POC for FISTA is done in #4 . We could start a fresh PR and extract the FISTA lines from #4 .

mathurinm commented 1 year ago

Great idea, go for it !