title: Python - Interaction term in Lasso / LassoCV?
body: <p>I'm searching for adding the interaction term in Lasso / LassoCV of scikit-learn. If it is the interaction between two continuous variables or between two categorical variable, I can add the columns corresponding to the multiplication of each element in the interaction. 
  But when we have the interaction between a categorical variable and a continuous variable, I can not multiply them.</p>