scikit-learn/scikit-learn — pull request #3970 by ofercoq (2014-12-15 14:09:08+00:00)
Title: Accelerated coordinate descent for elastic net

This contribution implements the accelerated coordinate descent method for the elastic net based on the paper
Fercoq, O., & Richtárik, P. (2013). Accelerated, parallel and proximal coordinate descent. arXiv preprint arXiv:1312.5799.
It does not replace the existing coordinate descent code although I also propose some marginal improvements.