> > In practice, it is not recommended to use coordinate descent with a very
> > small regularization.

> Isn't gradient boosting a form of coordinate descent?

OK, I should state that above, when I mentionned coordinate descent, I
was thinking of the vanilla coordinate descent as done in GLMnet. The
full scope of coordinate descent and block coordinate descent methods is
too wide for such a general statement to hold. :)

Gael

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