- Rely on the libsvmdata package to donwload datasets from LIBSVM.
- Added weights to the Lasso estimator.
- Added make_correlated_data to the datasets module, to generate simulations with Toeplitz correlated design.
- Structure of ~/celer_data/ folder changed, consider deleting it and redownloading the datasets.
- Added module datasets, supporting more datasets (climate for Sparse Group Lasso)
- Removed celer_logreg function, use celer instead with pb="logreg"
- Added sklearn-like LogisticRegression class.
- Faster homotopy by precomputing norms_X_col and passing residuals from one alpha to the next.
- Fixed bugs in screening.