Name of our Lasso class

[QB3]

Currently the name of the classes encapsulating the estimators is the same as the name of the estimators:
for example Lasso is the name of the estimator from sklearn/ celer and the name of the class imported to set the hyperparams of the Lasso.
We should change the name of our classes, I propose LassoHO, SVMHO etc we feel to suggest other names.

[agramfort]

it's more that the Lasso solution can be differentiated so maybe ? LassoDiff LassoAutoDiff LassoAD LassoGrad ???