ENH fit_intercept for sparse design matrices #109
Description
This is a follow-up to PR #94, where fit_intercept support was added for dense data only in some solvers.
For some of these solvers fit_intercept support can be extended to sparse matrices with reasonable effort.
This issue will be used to keep track of this enhancement.
- R-PGD: workaround to pass a sparse matrix via rpy2
- CD: the code could be directly modified to compensate for X_offset. So, X would not be explicitly centered in order not to break sparsity.
- (...) To be continued: list other solvers that can be adapted and how.