QB3/sparse-ho

ENH: write common base class for sparse primal models

Opened this issue · 0 comments

After writing #111 this I think Lasso, ElasticNet, WeightedLasso and Logistic regression could inherit from a common class.

This would avoid a bit of duplication eg the following methods: get_beta, sign, reduce_X, reduce_y

Not sure if it's worth it, happy to discuss