Hello,

I have been trying to implement MultiTaskElasticNetCV in this PR,
https://github.com/scikit-learn/scikit-learn/pull/2598

I have got a number of test failures, one of them which include
ValueError: Could Not interpret dimensions.

I traced this to L924 in the PR. safe_sparse_dot(X_test, coef). This is
because I have stored coef as a 3-D numpy array,
a] First dimension - order/tasks
b] Second dimension - features
c] Third dimension - alpha.
Hence if X_test is a sparse matrix doing X_test*coef would raise a
ValueError.

The only alternative, I can think of is using a 'for' loop across the order
or tasks, which seems a 'non-numpy way' of doing it. Is there a better way
of doing this?

Awaiting a reply.
Thanks.
-- 
Regards,
Manoj Kumar,
Mech Undergrad
http://manojbits.wordpress.com
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