Thanks, that's looks the most suitable solution if I'll multiply the weights in both L1 and L2.
Currently the paper I use is following the Adaptive elastic net, that is the weights are multiplied only in the Lasso penalty. I don't know what is the effect if the weights are multiplied in the Ridge penalty too. I revised the paper but they didn't say why it is multiplied in L1 only but not in L2. Any ideas about that? -- Doaa Altarawy, PhD Student, Computer Science, Virginia Tech, USA.
------------------------------------------------------------------------------
_______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
