API simplify BaseDatafit and BasePenalty #202
Description
They suffer from several issues:
- They are intended to serve as reference code for implementation of a new penalty/datafit, but writing a new penalty is very different given the solver that you have in mind.
- They do not inherit from abc.ABC (jitclass can't), so the @AbstractMethod is ignored
- Block penalties inherit from it, so they have a
prox_1dattribute, making solver compatibility checks hard in ENH - checkdatafit + penaltycompatibility with solver #137 (and in reality, they don't implement it: see point above)
Suggestion: remove the solver-specific attributes from BaseDatafit and BasePenalty. Rewrite the add_penalty tutorial to make it clear that this penalty is intended for the AndersonCD solver only
One question this does not solve: how do we let a user know which attributes must a penalty implement to be compatible with a solver, and what are their signatures?
WDYT @PABannier @QB3 ?