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Sparse logistic regression Wiki

Parallel search in the hyperparameter space of the best model in the class of sparse (L1 regularized) logistic regression models

0. Organize code and docs
1. Prediction
2. Ev. of cross-entropy loss
3. Show best model
4. Ev. performance and scaling laws on Ulisse cluster

Eventually look for python equivalents of Mark Schmidt Matlab L1 and L2 suite