fix tests

Author: PABannier

skglm/solvers/fista.py

@@ -35,6 +35,7 @@ def __init__(self, max_iter=100, tol=1e-4, verbose=0):
         self.verbose = verbose
 
     def solve(self, X, y, datafit, penalty, w_init=None, Xw_init=None):
+        p_objs_out = []
         n_samples, n_features = X.shape
         all_features = np.arange(n_features)
         t_new = 1
@@ -66,8 +67,9 @@ def solve(self, X, y, datafit, penalty, w_init=None, Xw_init=None):
             opt = penalty.subdiff_distance(w, grad, all_features)
             stop_crit = np.max(opt)
 
+            p_obj = datafit.value(y, w, Xw) + penalty.value(w)
+            p_objs_out.append(p_obj)
             if self.verbose:
-                p_obj = datafit.value(y, w, Xw) + penalty.value(w)
                 print(
                     f"Iteration {n_iter+1}: {p_obj:.10f}, "
                     f"stopping crit: {stop_crit:.2e}"
@@ -77,4 +79,4 @@ def solve(self, X, y, datafit, penalty, w_init=None, Xw_init=None):
                 if self.verbose:
                     print(f"Stopping criterion max violation: {stop_crit:.2e}")
                 break
-        return w
+        return w, np.array(p_objs_out), stop_crit

skglm/tests/test_fista.py

@@ -39,13 +39,13 @@ def test_fista_solver(X, Datafit, Penalty):
         datafit.initialize(_init, _y)
     penalty = compiled_clone(Penalty(alpha))
 
-    solver = FISTA(max_iter=1000, tol=tol, opt_freq=1)
-    w = solver.solve(X, _y, datafit, penalty)
+    solver = FISTA(max_iter=1000, tol=tol) 
+    res_fista = solver.solve(X, _y, datafit, penalty)
 
     solver_cd = AndersonCD(tol=tol, fit_intercept=False)
-    w_cd = solver_cd.solve(X, _y, datafit, penalty)[0]
+    res_cd = solver_cd.solve(X, _y, datafit, penalty)
 
-    np.testing.assert_allclose(w, w_cd, rtol=1e-3)
+    np.testing.assert_allclose(res_fista[0], res_cd[0], rtol=1e-3)
 
 
 if __name__ == '__main__':