public LassoFit(int numberOfLambdas, int maxAllowedFeaturesAlongPath, int numFeatures)
{
Intercepts = new double[numberOfLambdas];
CompressedWeights = VectorUtils.AllocateDoubleMatrix(numberOfLambdas, maxAllowedFeaturesAlongPath);
Indices = new int[maxAllowedFeaturesAlongPath];
NumberOfWeights = new int[numberOfLambdas];
Lambdas = new double[numberOfLambdas];
Rsquared = new double[numberOfLambdas];
NonZeroWeights = new int[numberOfLambdas];
_numFeatures = numFeatures;
}