Re: [Scikit-learn-general] Randomixed L1 regression and coordinate descent algorithm.

hi, > I was wondering if there is any reason of why the randomized l1 algorithm > from the stability selection paper is implemented only using Lars Lasso and > not the coordinate descent algorithm. > I think than including a version of the algorithm with the coordinate > descent method would be ve

[Scikit-learn-general] Randomixed L1 regression and coordinate descent algorithm.

Hi, I was wondering if there is any reason of why the randomized l1 algorithm from the stability selection paper is implemented only using Lars Lasso and not the coordinate descent algorithm. I think than including a version of the algorithm with the coordinate descent method would be very useful.