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Sparse root VJP for Lasso penalty#274

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tristandeleu wants to merge 12 commits into
google:mainfrom
tristandeleu:task/sparse-root-vjp
Draft

Sparse root VJP for Lasso penalty#274
tristandeleu wants to merge 12 commits into
google:mainfrom
tristandeleu:task/sparse-root-vjp

Decrease the tolerance in lasso_skl_jac

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