scikit-learn/scikit-learn — pull request #1175 by mblondel (2012-09-21 17:17:43+00:00)
Title: WIP: New solver for Ridge

I've added the `lsqr` solver I mentioned on the mailing-list. On my box, it's 8 times faster than the recently merged improvements, on the news20 example.

I still need to update the docstrings and add a test.

For sample_weight, the solution I gave on the mailing-list (multiply both X and y by sqrt(sample_weight)) should work but involves some work, especially in the sparse case (need to implement `inplace_csr_row_scale`). So I suggest this is addressed in a separate PR.