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ENH add gap safe screening rules to enet_coordinate_descent_multi_task #32014

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ENH add gap safe screening rules to enet_coordinate_descent_multi_task #32014

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d64311e
ENH avoid axpy in enet_coordinate_descent
lorentzenchr Aug 16, 2025
2230141
ENH avoid axpy in sparse_enet_coordinate_descent
lorentzenchr Aug 16, 2025
3517d30
ENH avoid axpy in enet_coordinate_descent_multi_task
lorentzenchr Aug 16, 2025
6b4b72c
DOC extent whatsnew entry of 31880
lorentzenchr Aug 16, 2025
4e02b2b
TST reduce assertion atol to 1e-15
lorentzenchr Aug 18, 2025
bbde57c
CLN address review
lorentzenchr Aug 22, 2025
0bbfe47
Merge branch 'main' into cd_remove_one_axpy
lorentzenchr Aug 22, 2025
5a8848d
ENH gap_enet_multi_task and early stopping before main loop
lorentzenchr Aug 25, 2025
697c6bd
MNT ii->j (features) and jj->t (tasks)
lorentzenchr Aug 25, 2025
241ae31
ENH add gap safe screening rules to enet_coordinate_descent_multi_task
lorentzenchr Aug 25, 2025
7d9e23a
CLN try to fix doctests
lorentzenchr Aug 25, 2025
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10 changes: 6 additions & 4 deletions doc/whats_new/upcoming_changes/sklearn.linear_model/31880.efficiency.rst
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Original file line number Diff line number Diff line change
@@ -1,7 +1,9 @@
- :class:`linear_model.ElasticNet`, :class:`linear_model.ElasticNetCV`,
:class:`linear_model.Lasso` and :class:`linear_model.LassoCV` with `precompute=True`
(or `precompute="auto"`` and `n_samples > n_features`) are faster to fit by
avoiding a BLAS level 1 (axpy) call in the inner most loop.
:class:`linear_model.Lasso`, :class:`linear_model.LassoCV`,
:class:`linear_model.MultiTaskElasticNet`,
:class:`linear_model.MultiTaskElasticNetCV`,
:class:`linear_model.MultiTaskLasso` and :class:`linear_model.MultiTaskLassoCV`
are faster to fit by avoiding a BLAS level 1 (axpy) call in the innermost loop.
Same for functions :func:`linear_model.enet_path` and
:func:`linear_model.lasso_path`.
By :user:`Christian Lorentzen <lorentzenchr>`.
By :user:`Christian Lorentzen <lorentzenchr>` :pr:`31956` and
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