Adaptive lasso (#10)

[DataboyUsen]

Description

• feat(adaptive-lasso): add omega parameter for adaptive lasso weights

  • Change rho from scalar scalar to array
  • Add omega parameter in plqERM_ElasticNet to apply adaptive lasso

• perf(core): optimize adaptive LASSO conditional logic in C++ layer

  • Reduce redundant computations when omega is not provided

• feat(validation): add parameter validation for omega

  • Validate length matches number of features
  • Ensure all omega values are positive
  • Add informative error messages

• test(ci): add Adaptive ElasticNet CI tests

  • Test adaptive weighting with synthetic data

• docs(examples): add Adaptive ElasticNet example

  • Compare adaptive vs standard ElasticNet
  • Changed formula in API of plqERM_ElasticNet

Related Issue

Type of Change

• Bug fix (non-breaking change that fixes an issue)
• New feature (non-breaking change that adds functionality)
• Breaking change (fix or feature that would cause existing functionality to not work as expected)
• Documentation update
• Refactoring
• Other:

Checklist

• I have tested my changes locally
• Tests pass: pytest tests/ -v
• Code follows the style guidelines (PEP 8)
• Documentation has been updated (if applicable)
• Commits are properly formatted

Additional Notes

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.

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