On Fri, Apr 13, 2012 at 11:16 PM, Mathieu Blondel <[email protected]>wrote:
>
> Ridge would be a candidate but there is a bit of work to be done to
> support warm start. Currently, Ridge supports two solvers: one based on
> scipy.linalg.solve in the dense case and another based on
> scipy.sparse.linalg.cg in the sparse case. Only the second one can be
> used with warm start [1]. You could also add a conjugate-gradient solver
> for the dense case too, e.g. with [2].
>
>
I've created the following issue to track progress:
https://github.com/scikit-learn/scikit-learn/issues/769
Mathieu
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