scalanlp/breeze — pull request #311 by dbtsai (2014-09-15 00:25:17+00:00)
Title: Weighted Regularization for L1 in OWLQN

The L1regParam can be configured through anonymous function, and each component can be penalized differently.

This weighted regularization for L1 will be very useful to exclude the intercept from regularization.

I'm not sure if the way I get the index of current component is right since it may only work for dense vector. Looking for advise.