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MNT fix failing slope test #287

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Merged
merged 4 commits into from
Apr 14, 2025
Merged

MNT fix failing slope test #287

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7c168ce
MNT fix failing slope test
jolars Apr 10, 2025
634c597
fixup! MNT fix failing slope test
jolars Apr 10, 2025
9854c23
CI use pypi version of sortedl1
jolars Apr 10, 2025
00c3d29
fixup! MNT fix failing slope test
jolars Apr 13, 2025
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2 changes: 1 addition & 1 deletion .github/workflows/main.yml
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Expand Up @@ -26,7 +26,7 @@ jobs:
run: |
conda install rpy2 -c conda-forge
pip install statsmodels cvxopt
pip install git+https://github.com/jolars/sortedl1.git
pip install sortedl1
# for testing Cox estimator
pip install lifelines
pip install pandas
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6 changes: 4 additions & 2 deletions skglm/tests/test_penalties.py
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Expand Up @@ -97,13 +97,15 @@ def test_slope():
# q = 0.1
# alphas = lambda_sequence(
# X, y, fit_intercept=False, reg=alpha / alpha_max, q=q)
clf = SlopeEst(alpha=0.01, fit_intercept=False).fit(X, y)
clf = SlopeEst(
alpha=0.01, fit_intercept=False, tol=1e-6
).fit(X, y)
alphas = clf.lambda_
ours = GeneralizedLinearEstimator(
penalty=SLOPE(clf.alpha * alphas),
solver=FISTA(max_iter=1000, tol=tol, opt_strategy="fixpoint"),
).fit(X, y)
np.testing.assert_allclose(ours.coef_, clf.coef_, rtol=1e-5)
np.testing.assert_allclose(ours.coef_, np.squeeze(clf.coef_), rtol=1e-3)


@pytest.mark.parametrize("fit_intercept", [True, False])
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