missing fabs in w_max cf. scikit-learn#10992

agramfort · Apr 18, 2018 · 17a4310 · 17a4310
1 parent 0c424ce
commit 17a4310
Showing 1 changed file with 3 additions and 2 deletions.
diff --git a/sklearn/linear_model/cd_fast.pyx b/sklearn/linear_model/cd_fast.pyx
@@ -480,8 +480,9 @@ def sparse_enet_coordinate_descent(floating [:] w,
                 if d_w_ii > d_w_max:
                     d_w_max = d_w_ii
 
-                if w[ii] > w_max:
-                    w_max = w[ii]
+                if fabs(w[ii]) > w_max:
+                    w_max = fabs(w[ii])
+
             if w_max == 0.0 or d_w_max / w_max < d_w_tol or n_iter == max_iter - 1:
                 # the biggest coordinate update of this iteration was smaller than
                 # the tolerance: check the duality gap as ultimate stopping