add fit_intercept to test_alpha_max and to self.solver_

Author: PascalCarrivain

skglm/experimental/sqrt_lasso.py

@@ -176,7 +176,7 @@ def path(self, X, y, alphas=None, eps=1e-3, n_alphas=10):
         if not hasattr(self, "solver_"):
             self.solver_ = ProxNewton(
                 tol=self.tol, max_iter=self.max_iter, verbose=self.verbose,
-                fit_intercept=False)
+                fit_intercept=self.fit_intercept)
         # build path
         if alphas is None:
             alpha_max = norm(X.T @ y, ord=np.inf) / (np.sqrt(len(y)) * norm(y))

skglm/experimental/tests/test_sqrt_lasso.py

@@ -16,7 +16,10 @@ def test_alpha_max():
 
     sqrt_lasso = SqrtLasso(alpha=alpha_max).fit(X, y)
 
-    np.testing.assert_equal(sqrt_lasso.coef_, 0)
+    if sqrt_lasso.fit_intercept:
+        np.testing.assert_equal(sqrt_lasso.coef_[:-1], 0)
+    else:
+        np.testing.assert_equal(sqrt_lasso.coef_, 0)
 
 
 def test_vs_statsmodels():