[P] I extended scikit-learn's Generalized Linear models capabilities!

As I was learning data science in my Masters, I got interested in applications of large-scale machine learning to genomics and biology. These models often require sparse linear estimators to correctly model biological phenomena.

I quickly ran into some major limitations for fitting estimators to large-scale datasets:

* The Lasso, sparse logistic regression or SVM implementations of scikit-learn are slow when dealing with millions of samples and/or features.
* The low number and lack of flexibility of datafits-penalties supported by …

learn linear machinelearning scikit-learn