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? 
Here you have forgotten to enable parallelism and in that way make your tutorial to work much faster.