Merge pull request #105 from lesteve/fix-python3

[MRG] Get the tests passing on Python 3

Author: fabianp

lightning/impl/tests/test_penalty.py

@@ -1,5 +1,8 @@
 import numpy as np
-from sklearn.utils.testing import assert_almost_equal, assert_array_almost_equal
+
+from sklearn.utils.testing import (assert_almost_equal,
+                                   assert_array_almost_equal)
+from sklearn.externals.six.moves import xrange
 
 from lightning.impl.penalty import project_l1_ball, project_simplex