You can use the `lasso_path` function to get the full path:

  
http://scikit-learn.org/stable/modules/generated/sklearn.linear_model.lasso_path.html#sklearn.linear_model.lasso_path

Here is an example:

  
http://scikit-learn.org/stable/auto_examples/linear_model/plot_lasso_coordinate_descent_path.html

Put that in your own CV loop to replicate the same behavior as LassoCV does.

-- 
Olivier

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