Elastic Net using only precomputed matrices

[tzachar]

Hello.

I am trying to utilize daal4py to replace sklearn.
My data comprises only of the gram matrix (xTx) and the precomputed xTy
I have been using cd_fast.enet_coordinate_descent_gram from the _cd_fast cython module in sklearn to achieve this. However, I have no idea how to accomplish something similar using daal4py.

Any ideas?

[syakov-intel]

This is currently not possible. Sorry for the late response.