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Adding Multi-Task ElasticNet support #194

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Adding Multi-Task ElasticNet support #194

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81d0f1e
added block coordinate descent function
PABannier Jan 19, 2022
7e8408e
added duality_gap_mtl computation
PABannier Jan 19, 2022
1b69b8e
ENH cd pass to be consistent with bcd
PABannier Jan 19, 2022
e5b76e7
added prox operator for MTL Enet
PABannier Jan 19, 2022
196a2a5
added helper functions for tests
PABannier Jan 19, 2022
dc91b62
fix failing CD tests
PABannier Jan 19, 2022
3bb5333
working ent mtl penalties
PABannier Jan 19, 2022
f9f9959
bcd lower objective test pass
PABannier Jan 19, 2022
e23d876
added MultiTaskEnet struct
PABannier Jan 19, 2022
f316c95
added MTENET documentation
PABannier Jan 19, 2022
1ae6522
added API MTENET
PABannier Jan 19, 2022
f13a150
added variance, z-score, conf interval for multitask ENET
PABannier Jan 19, 2022
b347963
added multi-task estimators
PABannier Jan 22, 2022
80d9a02
added tests for MTL
PABannier Jan 22, 2022
3d981ef
pass comments
PABannier Jan 23, 2022
36f4b70
CLN files
PABannier Jan 23, 2022
15b280b
cleaner implementation
PABannier Jan 23, 2022
d81a5cd
cln tests
PABannier Jan 23, 2022
a21bc1a
changed map into fold
PABannier Feb 19, 2022
7f32afc
added tests for Enet and MTL
PABannier Feb 19, 2022
6c56e06
added incorrect target shape
PABannier Feb 19, 2022
a07fb39
WIP: made variance params generic over the number of tasks
PABannier Feb 19, 2022
75023d9
added z_score and confidence_95th for MTL
PABannier Feb 20, 2022
ba3a574
map instead of fold
PABannier Feb 20, 2022
114fc03
fix confidence interval and z-score
PABannier Feb 20, 2022
30744c0
converted back fold to map
PABannier Feb 21, 2022
3b5f37d
pass comments
PABannier Mar 3, 2022
c7de3e2
Merge branch 'master' of https://github.com/PABannier/linfa into mtl_…
PABannier Mar 20, 2022
bc1ad06
WIP make compute_variance generic over the dimension
PABannier Mar 20, 2022
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