QB3/sparse-ho

Improve coverage

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An issue to summarize tests to add now that codecov works again:

Criterion:

  • HeldOutSmoothedHinge is not tested (easy)
  • CrossVal.get_val_grad() is not tested
  • LogisticMulticlass.get_val()is not tested (but itsget_val_grad` is, I am surprised)

Algos:

  • Backward is not tested
  • Forward coverage can be increased by passing save_iterates=True, return_all=True

Optimizers:

  • GridSearch is not tested with 2 parameters

Models :

  • SVM._update_beta_jac_bcd_sparse , _update_only_jac_sparse and use_estimator