scikit-learn/scikit-learn — Issue #555: Implement Adaptive Lasso / reweighted L1
Author: ogrisel
Created: 2012-01-14 12:38:03+00:00
State: open

Here is a proof of concept implementation by @agramfort

https://gist.github.com/1610922

Implementing this in the scikit would require a conversion to the scikit-learn API / naming conventions + example comparing with classic Lasso + narrative doc.

What motivated @agramfort's gist was:

http://books.nips.cc/papers/files/nips24/NIPS2011_1135.pdf

See references therein for the original contributions.