scikit-learn/scikit-learn — pull request #747 by ibayer (2012-03-31 19:02:29+00:00)
Title: positivity constraint for lasso and elastic net

Hallo,

please have a look at my changes.
Currently the warning "Objective did not converge" is always issued. I'm not sure why, but I suspect some issue with the dual gap calculation. I'm also not sure of the theoretical justification of just skipping updates that make the coefficients negative. I would have expected that the constraint gets somehow included in the objective function via a penalty. Fortunately the plot suggests that the approach works.