TEST Cover all liblinear input formats in test_dtype_match (scikit-le…

…arn#14296)

sklearn/linear_model/tests/test_logistic.py

@@ -1295,34 +1295,48 @@ def test_saga_vs_liblinear():
 
 
 @pytest.mark.parametrize('multi_class', ['ovr', 'multinomial'])
-@pytest.mark.parametrize('solver', ['newton-cg', 'saga'])
-def test_dtype_match(solver, multi_class):
+@pytest.mark.parametrize('solver', ['newton-cg', 'liblinear', 'saga'])
+@pytest.mark.parametrize('fit_intercept', [False, True])
+def test_dtype_match(solver, multi_class, fit_intercept):
     # Test that np.float32 input data is not cast to np.float64 when possible
+    # and that the output is approximately the same no matter the input format.
+
+    if solver == 'liblinear' and multi_class == 'multinomial':
+        pytest.skip('liblinear does not support multinomial classes')
+
+    out32_type = np.float64 if solver == 'liblinear' else np.float32
 
     X_32 = np.array(X).astype(np.float32)
     y_32 = np.array(Y1).astype(np.float32)
     X_64 = np.array(X).astype(np.float64)
     y_64 = np.array(Y1).astype(np.float64)
     X_sparse_32 = sp.csr_matrix(X, dtype=np.float32)
+    X_sparse_64 = sp.csr_matrix(X, dtype=np.float64)
     solver_tol = 5e-4
 
     lr_templ = LogisticRegression(
         solver=solver, multi_class=multi_class,
-        random_state=42, tol=solver_tol, fit_intercept=True)
-    # Check type consistency
+        random_state=42, tol=solver_tol, fit_intercept=fit_intercept)
+
+    # Check 32-bit type consistency
     lr_32 = clone(lr_templ)
     lr_32.fit(X_32, y_32)
-    assert lr_32.coef_.dtype == X_32.dtype
+    assert lr_32.coef_.dtype == out32_type
 
-    # check consistency with sparsity
+    # Check 32-bit type consistency with sparsity
     lr_32_sparse = clone(lr_templ)
     lr_32_sparse.fit(X_sparse_32, y_32)
-    assert lr_32_sparse.coef_.dtype == X_sparse_32.dtype
+    assert lr_32_sparse.coef_.dtype == out32_type
 
-    # Check accuracy consistency
+    # Check 64-bit type consistency
     lr_64 = clone(lr_templ)
     lr_64.fit(X_64, y_64)
-    assert lr_64.coef_.dtype == X_64.dtype
+    assert lr_64.coef_.dtype == np.float64
+
+    # Check 64-bit type consistency with sparsity
+    lr_64_sparse = clone(lr_templ)
+    lr_64_sparse.fit(X_sparse_64, y_64)
+    assert lr_64_sparse.coef_.dtype == np.float64
 
     # solver_tol bounds the norm of the loss gradient
     # dw ~= inv(H)*grad ==> |dw| ~= |inv(H)| * solver_tol, where H - hessian
@@ -1339,8 +1353,17 @@ def test_dtype_match(solver, multi_class):
         # FIXME
         atol = 1e-2
 
+    # Check accuracy consistency
     assert_allclose(lr_32.coef_, lr_64.coef_.astype(np.float32), atol=atol)
 
+    if solver == 'saga' and fit_intercept:
+        # FIXME: SAGA on sparse data fits the intercept inaccurately with the
+        # default tol and max_iter parameters.
+        atol = 1e-1
+
+    assert_allclose(lr_32.coef_, lr_32_sparse.coef_, atol=atol)
+    assert_allclose(lr_64.coef_, lr_64_sparse.coef_, atol=atol)
+
 
 def test_warm_start_converge_LR():
     # Test to see that the logistic regression converges on warm start,