(WIP) Sparse models: S-LASSO and TV-l1

- Supports TV-l1 and S-LASSO priors
- Supports logistic and squared losses
- Has cross validation
- Can automatically select alpha by CV (+ automatic computation of useful alpha ranges for the CV)
- Warning: User must supply l1_ratio
I would naively agree with @eickenberg on principles. I ran a quick and dirty timing comparison which seems to indicate the same thing although it does depend of the size of the loop and the shape of the array you are copying.

To get a better idea whether it matters in your case, I can rerun it if you provide me with a typical size of max_iter and a typical shape of w.