madlib/madlib — pull request #294 by walkingsparrow (2013-01-10 23:34:36+00:00)
Title: Added Ridge and LASSO regulation for linear regression; Cross-validation

(1) Ridge regulation for linear regression
(2) LASSO regulation for linear regression
(3) A general cross-validation function for modules that comply with a
consistent SQL API
(4) Specific cross-validation functions for Ridge and LASSO
(5) More functions in convex module, which can be used by other modules,
but they are not exposed by any SQL interface.