> Would you be able to tell me which part of the code-base I should play with
> for this project? (I'm assuming it is the cython code in
> coordinate_descent.pyx)

yes.

> Some references to literature would definitely help.

you have a few on the wiki page.

you can also start from wikipedia:

http://en.wikipedia.org/wiki/Coordinate_descent
http://en.wikipedia.org/wiki/Random_coordinate_descent

you can try to write the maths to see if you can find the update rules.

>> - Strong rules
>>
>
> Alex had provided me a link to this gist,
> https://gist.github.com/fabianp/3097107 . Sorry for sounding dumb, but is
> this one of the "strong rules"?

yes

> And one last question, what about generalized additive models? Would that be
> a good GSoC project to do?

I am +0 on this now. I suggested MARS/EARTH as there is already some code
which would facilitate success.

Alex

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