>> Multinomial logistic regression with a tweaked coordinate descent for
>> the case n_samples << n_features would be a great GSoC proposal to add
>> on the wikipage.
>
> I'd go for a few other losses in addition, including square loss (i.e.
> improving our Lasso/ElasticNet). Hey, it's a GSOC, it should be
> ambitious.
>
>> Any volunteer to mentor it (I am thinking Gael or
>> Alexandre mostly, Lords of the small n_samples Realm).
>
> I guess Alex and I can mentor.

FYI I've added this to the wiki page

Alex

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