(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
On Wed, Oct 08, 2014 at 04:55:21AM -0700, dohmatob elvis dopgima wrote:
> Well, it's probably much less than a couple of hours of work.

If things are unclear about what I would like as far as experiments go,
we can sit down together and work on it together, when you get to it, to
make sure that you spend as little work as possible on this.