Insufficient accuracy of "intercept" in Elastic Net for multi-target task

[agorshk]

Scikit-learn test "test_enet_multitarget" shows insufficient accuracy of "coefs" and "intercept" in Elastic Net algorithm for multi-target task. Differences in objective function between one-task and multi-task problems is OK (less than tolerance), but for "intercept" the accuracy is not good (more than tolerance). It looks like improving the implementation of multi-task is needed.