As noted in [this SO question](https://stackoverflow.com/q/39130309/2954547), the documentation mentions a "warm restarts trick" for linear regression, but [the documentation consists solely of a "TODO"](http://scikit-learn.org/stable/developers/performance.html#a-sample-algorithmic-trick-warm-restarts-for-cross-validation). What is this trick? Maybe I could take a shot at writing it up.