scikit-learn/scikit-learn — pull request #1168 by ibayer (2012-09-19 09:21:05+00:00)
Title: WIP: enet strong rules (2)

continuing work from PR # 992

This PR aims to extend the current ``coordinate_descent.enet_path`` to uses an active set of features and strong rule filtering ([0] p. 20).

[0] Tibshirani, R., J. Bien, J. Friedman, T. Hastie, N. Simon, J. Taylor, and R.J. Tibshirani. “Strong Rules for Discarding Predictors in Lasso-type Problems.” Journal of the Royal Statistical Society: Series B (Statistical Methodology) (2011).