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fix intercept sqrt Lasso (#95)
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skglm/experimental/sqrt_lasso.py

Lines changed: 2 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -146,7 +146,8 @@ def path(self, X, y, alphas=None, eps=1e-3, n_alphas=10):
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"""
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if not hasattr(self, "solver_"):
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self.solver_ = ProxNewton(
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tol=self.tol, max_iter=self.max_iter, verbose=self.verbose)
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tol=self.tol, max_iter=self.max_iter, verbose=self.verbose,
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fit_intercept=False)
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# build path
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if alphas is None:
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alpha_max = norm(X.T @ y, ord=np.inf) / (np.sqrt(len(y)) * norm(y))

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