Cleanup ElasticNet, Lasso, and CD#7382
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In the long run I hope we can deprecate our solver estimators as public interfaces (sklearn doesn't expose their solvers directly, why should we?), instead relying on pure functions for fitting and our generic linear model |
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viclafargue
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This is a general python/cython cleanup of our coordinate-descent based estimators (and the solver itself).
__init__and into respective fits, keeping the inits simple (as per sklearn convention). Also improved hyperparameter validation a bit.CDinto a top-level function, as described in Deprecate and removesolver_model#6938. I didn't touchQNin this PR, that will be done in a followup.solver_modelattribute onElasticNet/Lasso. Since this attribute was undocumented and (mostly) unaccessed in our tests, I view it as an implementation detail and not something that necessarily needs a deprecation period.Part of #7317.
Part of #6938.