Sparse Fascicle Model

This is a start on an implementation of the model we describe here: 

http://arxiv.org/abs/1411.0721

The main current issue with this is that this will have a local dependency on scikit-learn, because it uses ElasticNet for the fit. How do people feel about that? 
I don't have a problem with the execution time--I just wanted to mention
it in case it was different on my system (it was a bit unexpected, since
I remember running the other examples in reasonable time before).