least angle regression, reproducing for self-study
Based on http://statweb.stanford.edu/~tibs/lasso/simple.html , and on http://www-stat.stanford.edu/%7Etibs/ftp/lars.pdf
Code correctness checked by comparing results with those at: http://scikit-learn.org/stable/auto_examples/linear_model/plot_lasso_lars.html#sphx-glr-auto-examples-linear-model-plot-lasso-lars-py
Plotting code is basically copied from http://scikit-learn.org/stable/auto_examples/linear_model/plot_lasso_lars.html
Please open the notebook