8000 FEAT - Implement path fitting for SLOPE · Issue #314 · scikit-learn-contrib/skglm · GitHub
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FEAT - Implement path fitting for SLOPE #314

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jolars opened this issue May 30, 2025 · 1 comment
Open

FEAT - Implement path fitting for SLOPE #314

jolars opened this issue May 30, 2025 · 1 comment

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@jolars
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jolars commented May 30, 2025

Description of the feature

Implement fitting the full SLOPE path in the same way as is already done for the lasso, for instance.

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jolars commented May 30, 2025

Ah, I see why this might be slightly more involved than I though. The path fitting is tied to AndersonCD, which doesn't work for SLOPE. So one would have to look into implementing a path function for FISTA first, perhaps.

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