need to set the stop tol a bit higher to get equal or better accuracy

CamDavidsonPilon · Aug 14, 2019 · 0553483 · 0553483
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commit 0553483
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diff --git a/lifelines/fitters/log_logistic_aft_fitter.py b/lifelines/fitters/log_logistic_aft_fitter.py
@@ -64,6 +64,7 @@ class LogLogisticAFTFitter(ParametericAFTRegressionFitter):
 
     # about 25% faster than BFGS
     _scipy_fit_method = "SLSQP"
+    _scipy_fit_options = {"ftol": 1e-6, "maxiter": 200}
 
     def __init__(self, alpha=0.05, penalizer=0.0, l1_ratio=0.0, fit_intercept=True, model_ancillary=False):
         self._ancillary_parameter_name = "beta_"

diff --git a/lifelines/fitters/piecewise_exponential_regression_fitter.py b/lifelines/fitters/piecewise_exponential_regression_fitter.py
@@ -22,6 +22,7 @@ class PiecewiseExponentialRegressionFitter(ParametricRegressionFitter):
 
     # about 50% faster than BFGS
     _scipy_fit_method = "SLSQP"
+    _scipy_fit_options = {"ftol": 1e-6, "maxiter": 200}
 
     def __init__(self, breakpoints, alpha=0.05, penalizer=0.0):
         super(PiecewiseExponentialRegressionFitter, self).__init__(alpha=alpha)

diff --git a/lifelines/fitters/weibull_aft_fitter.py b/lifelines/fitters/weibull_aft_fitter.py
@@ -65,6 +65,7 @@ class WeibullAFTFitter(ParametericAFTRegressionFitter):
 
     # about 25% faster than BFGS
     _scipy_fit_method = "SLSQP"
+    _scipy_fit_options = {"ftol": 1e-10, "maxiter": 200}
 
     def __init__(self, alpha=0.05, penalizer=0.0, l1_ratio=0.0, fit_intercept=True, model_ancillary=False):
         self._ancillary_parameter_name = "rho_"