Various improvements

[mathurinm]

• get rid of def get_alpha_max_mtl(X, Y), get_alpha_max_sgcl etc and hardcode them into get_alpha_max

• res = norm(R.T @ (Sigma_inv @ R), ord=ord)
  return res > return norm(...)

• R[l, :, :] > R[l]

• result = l_2_inf(X.T @ Sigma_max_inv @ Y)
  result /= (n_sensors * n_times) > do the division on the previous line

• _, Sigma_max_inv = clp_sqrt(
  cov_Yl, sigma_min) > no need to breakline (appears at other locations)

• pb_name == "MTL" > dangerous, use pb_name=pb_name.lower() in the beginning and use lowercase later for comparison

• do we really need the data submodule? the functions could go into utils.py

• There are occurrences of n_epochs, _, _ = R_all_epochs.shape > use shape[0]

• def normalize(X):
  for i in range(X.shape[1]):
  X[:, i] /= norm(X[:, i])
  return X > use broadcasting directly X /= np.linalg.norm(X, axis=0)[None, :]

• dictionary > design

• toeplitz(vect, vect) > second vect is not necessary and this variable can be avoided

• Often the default parameters are still passed in the function which makes the code harder to read, they can be removed for readability

@QB3