On Fri, Feb 15, 2013 at 10:03:55AM +0100, Olivier Grisel wrote:
> I think it would be better to leave lasso_path as it is and add an
> `alphas` option to lars_path instead that would trigger the
> interpolation between the kinks automatically found by the lars
> algorithm.

> WDYT?

I find that lars_path is already a function that is complicated-enough,
with a signature difficult to understand, so I'd rather not make it more
complex. If there is a need, we can add a similar function that calls
lars_path to do what you are suggesting.

However, before we do this, I'd like to understand: what is the usecase
and the purpose for this function?

G

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