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Line search #21

Merged
merged 12 commits into from
Jul 18, 2020
Merged

Line search #21

merged 12 commits into from
Jul 18, 2020

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yngvem
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@yngvem yngvem commented Jul 18, 2020

Added line search, preconditioning and fixed bugs

Features:

  • Backtracking line search for Lipschitz
  • Preconditioning via Centering

Bugfixes:

  • Chosen groups with same groups for each row
  • Intercept not used correctly for all logistic group lasso methods

@yngvem
Line search, preconditioning by centering, updated subsampling backen…
db0f151 
…d and bugfix for LogisticGroupLassp

Backtracking line search was implemented for the Lipschitz constant.
Changed how Lipschitz is estimated for Logistic group lasso
Centering before fitting with nonsparse input. Intercept is modified afterwards.
Subsampling is now using classes to remember indices for the same iteration
Logistic group lasso now uses intercept correctly for all methods
@yngvem
Added test for line search
ecc1876
@yngvem
Removed lipschitz test (now using line search, so it is not necessary…
a778349 
… to have exact constant). Added test for using the intercept
@yngvem
Added test for subsampling scheme 1
a2022a7
@yngvem
Added test that checks if ohe extraction fails correctly with unfitte…
f22296a 
…d ohe objects
@yngvem
Changed name of self.X_ to self.X_aug_ and fixed bug with chosen groups
d357246
@yngvem
pytest parametrize did not work with inheritance for one of the tests…
401ef37 
…. Copied the test to make it work
@yngvem
Added todos
f2527bd
@pep8speaks
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pep8speaks commented Jul 18, 2020 •
edited
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Hello @yngvem! Thanks for updating this PR. We checked the lines you've touched for PEP 8 issues, and found:

Line 23:80: E501 line too long (80 > 79 characters)
Line 24:80: E501 line too long (80 > 79 characters)
Line 25:80: E501 line too long (86 > 79 characters)
Line 73:80: E501 line too long (87 > 79 characters)
Line 77:80: E501 line too long (83 > 79 characters)

Line 683:80: E501 line too long (83 > 79 characters)
Line 684:80: E501 line too long (93 > 79 characters)

Line 410:80: E501 line too long (88 > 79 characters)

Comment last updated at 2020-07-18 11:48:23 UTC

@yngvem yngvem merged commit 0c9cf68 into master Jul 18, 2020
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@yngvem @pep8speaks