Good news, the refactoring of the elastic-net and lasso classes is done and has been merged into the scikit-learn master some time ago.
I invested some time learning about the hdf5 data format to upload some dataset to mldata.org . Sadly the documentation of mldata.org is very sparse and in case of the used hdf5 data format, outdated too. I have been in contact with the maintainer but I still don't have working specs. I decided to put this task at rest for the moment.
I have a Python prototype working for the new coordinate descent algorithm that I'm now about to integrate step by step into scikit-learn .
This version will be written in Cython to speed thins up. I hope that I can beat the execution time of the current implementation soon.
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