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fixup! MNT fix failing slope test
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skglm/tests/test_penalties.py

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -98,14 +98,14 @@ def test_slope():
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# alphas = lambda_sequence(
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# X, y, fit_intercept=False, reg=alpha / alpha_max, q=q)
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clf = SlopeEst(
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alpha=0.01, fit_intercept=False, scaling="none", centering="none"
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alpha=0.01, fit_intercept=False, tol=1e-6
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).fit(X, y)
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alphas = clf.lambda_
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ours = GeneralizedLinearEstimator(
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penalty=SLOPE(clf.alpha * alphas),
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solver=FISTA(max_iter=1000, tol=tol, opt_strategy="fixpoint"),
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).fit(X, y)
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np.testing.assert_allclose(ours.coef_, clf.coef_, rtol=1e-5)
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np.testing.assert_allclose(ours.coef_, np.squeeze(clf.coef_), rtol=1e-3)
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@pytest.mark.parametrize("fit_intercept", [True, False])

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