Enhance mlmnet function to support scalar inputs for lambdas and alphas parameters

[GregFa]

Description

I want to suggest an enhancement for the mlmnet function. Currently, the function requires vector inputs for parameters lambdas and alphas, even when only a single value is used. This can lead to unnecessary errors and additional coding overhead.

Current Behavior

When I pass a scalar value to the mlmnet function, it throws an error. For example:

lambdas = [0.05, 0.5, 5]
alphas = [0, 0.5, 1]
mlmnet(dat, lambdas[1], alphas[1], method = "fista", addZIntercept = false, addXIntercept = false, isVerbose = false);

This results in an error due to the scalar inputs for lambdas and alphas. Currently, the correct syntax would be for example:

mlmnet(dat, [lambdas[1]], [alphas[1]], method = "fista", addZIntercept = false, addXIntercept = false, isVerbose = false);

Suggested Behavior

It would be more user-friendly if the function could accept scalars when only one value is needed.
This change would simplify the function's usage when only one value is being used for these parameters.

Benefits

• Reduces coding overhead.
• Prevents common errors related to parameter types.
• Enhances usability for simpler use cases.