Add params to control solver, default Clarabel, pin cvxpy version #1975
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…octor_visits cvxpy to >=1.5
minhkhul
changed the title
melange396
requested changes
Jun 21, 2024
| logger, | ||
| ) if weekday else None | ||
| if weekday and np.any(np.all(params == 0,axis=1)): | ||
| params = ( |
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if you want to get a smaller diff, you can probably revert the changes to this file, which will get it ignored by the linter.
Co-authored-by: george <george.haff@gmail.com>
Co-authored-by: george <george.haff@gmail.com>
melange396
approved these changes
Jun 21, 2024
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| expected_result = [ | ||
| -0.05993665, | ||
| -0.0727396, | ||
| -0.05618517, | ||
| 0.0343405, | ||
| 0.12534997, | ||
| 0.04561813, | ||
| -2.27669028, | ||
| -1.89564374, | ||
| -1.5695407, | ||
| -1.29838116, | ||
| -1.08216513, | ||
| -0.92089259, | ||
| -0.81456355, | ||
| -0.76317802, | ||
| -0.76673598, | ||
| -0.82523745, | ||
| ] |
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could you make the format of this match the non-legacy test above so its easier to eyeball the differences in values?
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| wd_params = ( | ||
| Weekday.get_params_legacy( | ||
| data_frame, | ||
| "den", | ||
| ["num"], | ||
| Config.DATE_COL, | ||
| [1, 1e5], | ||
| logger, | ||
| ) | ||
| if self.weekday | ||
| else None | ||
| ) |
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the linter is a cruel mistress! id argue that my suggestion has a better style, even if the previous format passed, but the existing code is a fossilized remnant so do what thou wilt...
Suggested change
| wd_params = ( | |
| Weekday.get_params_legacy( | |
| data_frame, | |
| "den", | |
| ["num"], | |
| Config.DATE_COL, | |
| [1, 1e5], | |
| logger, | |
| ) | |
| if self.weekday | |
| else None | |
| ) | |
| if weekday: | |
| wd_params = Weekday.get_params_legacy( | |
| data_frame, | |
| "den", | |
| ["num"], | |
| Config.DATE_COL, | |
| [1, 1e5], | |
| logger, | |
| ) | |
| else: | |
| wd_params = None |
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Rollback this change and replace with version pinning
Description
ECOS solver is used by hospital admissions (claims_hosp) and doctor_visits weekday-adjusted signals. Recently this solver causes severe numerical problems in some of doctor_visits outlier datapoints. This is not a problem in hospital admissions. Therefore, we change the solver used in doctor_visits to Clarabel and keep ECOS use in claims_hosp for consistency.
Knowing that the default solver in cvxpy 1.5 onward will be Clarabel while previous versions keep ECOS, we pin the versions accordingly for these two indicators.
Changelog
Fixes