Add option for disabling scaling of regularisation
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yngvem commented
Currently, the group-wise regularisation coefficients are scaled by the square root of the group size, so the influence of each variable is the same. However, this does not make sense for dummy-encoded variables.
There should therefore be added an option upon init to disable the group-wise scaling so the user doesn't need to feed in a vector of regularisation coeficients.
yngvem commented
Now merged in master.