(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
Do you mean in the line below (186)? Is `self.y_test` centered when it comes into `__init__` ? My comment is not about the computation of the score, but about the debiasing itself, but I am failing to gather all the information from the context (maybe it is just fine due to prior calculations): My worry is that `np.dot(y_pred, self.y_test)` may be quite different from `np.dot(y_pred, self.y_test - m)`, where `m` is e.g. the intercept accompanying `w` -- (in short: you wouldn't want to debias against an offset variable).