scikit-learn/scikit-learn — pull request #1936 by jaquesgrobler (2013-05-06 07:10:01+00:00)
Title: WIP - Add Non-negative Garrote

This PR aims to add [Breiman's Non negative garrote](http://www-stat.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf)

Review at own risk when it comes to the path, as it's waiting for #32 (which I'll have a PR up for quite soon). Currently I've changed to to handle Lars_path style output, so just bear with me there :)

The garrote estimator works fine so far.

I've put some tests together for it but I could always use feedback on that such as more ideas for good tests. Last time I checked though the test coverage was around 100.

I messed up my previous pr for this so the commitsI will just need some squishing and reclean up a tad. Still a few cherries to pick onto here as well

Anyway, any early feedback is appreciated
Thanks