scikit-learn/scikit-learn — pull request #1833 by GaelVaroquaux (2013-04-03 16:11:16+00:00)
Title: MRG: Better enet cv

Less computations and better memory usage in ElasticNetCV

The fact that the coordinate descent cython code has to cast data into float64 combined with parallel computing puts a lot of stress on the memory footprint of this code in our applications.

The code should be ready for merge. All tests pass. @agramfort , please review.