From 525db2bac1090627588e67f8221bbd67f9053272 Mon Sep 17 00:00:00 2001
From: joaak <29533036+joaak@users.noreply.github.com>
Date: Thu, 11 Oct 2018 23:41:02 -0400
Subject: [PATCH 1/3] update to fix .coef_ issue for MultiTaskLasso

---
 sklearn/linear_model/coordinate_descent.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/sklearn/linear_model/coordinate_descent.py b/sklearn/linear_model/coordinate_descent.py
index 86d621b415b3a..1c65a650f8bc2 100644
--- a/sklearn/linear_model/coordinate_descent.py
+++ b/sklearn/linear_model/coordinate_descent.py
@@ -1795,7 +1795,7 @@ def fit(self, X, y):
         X, y, X_offset, y_offset, X_scale = _preprocess_data(
             X, y, self.fit_intercept, self.normalize, copy=False)
 
-        if not self.warm_start or self.coef_ is None:
+        if not self.warm_start or not hasattr(self, "coef_"):
             self.coef_ = np.zeros((n_tasks, n_features), dtype=X.dtype.type,
                                   order='F')
 

From 94ad80edd295db5f3b62bdcd310d6c99520823e3 Mon Sep 17 00:00:00 2001
From: joaak <29533036+joaak@users.noreply.github.com>
Date: Sun, 14 Oct 2018 19:49:56 -0400
Subject: [PATCH 2/3] add non-regression test for MultiTaskLasso with
 warm_start = True

---
 .../linear_model/tests/test_coordinate_descent.py    | 12 ++++++++++++
 1 file changed, 12 insertions(+)

diff --git a/sklearn/linear_model/tests/test_coordinate_descent.py b/sklearn/linear_model/tests/test_coordinate_descent.py
index 834d685f5b23d..1001300cf643f 100644
--- a/sklearn/linear_model/tests/test_coordinate_descent.py
+++ b/sklearn/linear_model/tests/test_coordinate_descent.py
@@ -818,3 +818,15 @@ def test_coef_shape_not_zero():
     est_no_intercept = Lasso(fit_intercept=False)
     est_no_intercept.fit(np.c_[np.ones(3)], np.ones(3))
     assert est_no_intercept.coef_.shape == (1,)
+
+
+def test_warm_start_multitask_lasso():
+    X, y, X_test, y_test = build_dataset()
+    Y = np.c_[y, y]
+    clf = MultiTaskLasso(alpha=0.1, max_iter=5, warm_start=True)
+    ignore_warnings(clf.fit)(X, Y)
+    ignore_warnings(clf.fit)(X, Y)  # do a second round with 5 iterations
+
+    clf2 = MultiTaskLasso(alpha=0.1, max_iter=10)
+    ignore_warnings(clf2.fit)(X, Y)
+    assert_array_almost_equal(clf2.coef_, clf.coef_)

From 16dc49dfd71b3c3803fd923aa59682c381da5e85 Mon Sep 17 00:00:00 2001
From: joaak <29533036+joaak@users.noreply.github.com>
Date: Mon, 15 Oct 2018 17:28:09 -0400
Subject: [PATCH 3/3] add fix for MultiTaskLasso with warm_start = True

---
 doc/whats_new/v0.21.rst | 6 ++++++
 1 file changed, 6 insertions(+)

diff --git a/doc/whats_new/v0.21.rst b/doc/whats_new/v0.21.rst
index 87352b6f8e1f0..0c8a56e9dcaf0 100644
--- a/doc/whats_new/v0.21.rst
+++ b/doc/whats_new/v0.21.rst
@@ -40,6 +40,12 @@ Support for Python 3.4 and below has been officially dropped.
 - An entry goes here
 - An entry goes here
 
+:mod:`sklearn.linear_model`
+...........................
+- |Fix| Fixed a bug in :class:`linear_model.MultiTaskElasticNet` which was breaking
+  ``MultiTaskElasticNet`` and ``MultiTaskLasso`` when ``warm_start = True``. :issue:`12360`
+  by :user:`Aakanksha Joshi <joaak>`.
+
 :mod:`sklearn.cluster`
 ......................