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ENH flexible gram solver with penalty and using datafit #16

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ENH flexible gram solver with penalty and using datafit #16

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a3c7a53
draft flexible gram solver with penalty and using datafit
mathurinm May 5, 2022
34db4fc
fix wrong docstring
PABannier May 10, 2022
2110db1
reorg cd_gram_quadratic
PABannier May 10, 2022
247bb75
fix cd epoch
PABannier May 10, 2022
11742dc
green
PABannier May 10, 2022
4a44957
ERR circular import
PABannier May 10, 2022
a85f5cf
fix circular import
PABannier May 10, 2022
6c9b146
linter happy
PABannier May 10, 2022
30363ea
fix sparse
PABannier May 10, 2022
14d3800
tests are passing
PABannier May 10, 2022
59b8f6c
added FISTA gram
PABannier May 10, 2022
6bb4706
linter happy
PABannier May 10, 2022
f0ed28a
fix tests
PABannier May 10, 2022
5dd40fd
added solver arguments
PABannier May 10, 2022
07714ac
Update skglm/solvers/cd_solver.py
PABannier May 11, 2022
8aee1b6
Update skglm/solvers/gram.py
PABannier May 11, 2022
0b940ee
pass Mathurin's comments
PABannier May 11, 2022
522cf69
Merge branch 'gram_penalty_nogroup' of https://github.com/mathurinm/s…
PABannier May 11, 2022
b5b9d09
linter happy
PABannier May 11, 2022
fc791d6
fix w_init
PABannier May 14, 2022
9e19e08
ENH if statement
PABannier May 14, 2022
b9ddc34
Merge branch 'main' of github.com:scikit-learn-contrib/skglm into gra…
mathurinm May 16, 2022
7fdac87
Merge branch 'main' of https://github.com/PABannier/skglm into gram_p…
PABannier Jun 15, 2022
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fix w_init
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@PABannier
PABannier committed May 14, 2022
commit fc791d6bbe7fb3405139ec193a55445001618596
4 changes: 2 additions & 2 deletions skglm/solvers/cd_solver.py
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Expand Up @@ -161,11 +161,11 @@ def cd_solver_path(X, y, datafit, penalty, alphas=None,
if (hasattr(penalty, "alpha_max") and penalty.alpha /
penalty.alpha_max(datafit.Xty) < 1e-3) or solver == "fista":
sol = fista_gram_quadratic(
X, y, penalty, max_epochs=max_epochs, tol=tol, w_init=None,
X, y, penalty, max_epochs=max_epochs, tol=tol, w_init=coef_init,
verbose=verbose)
else:
sol = cd_gram_quadratic(
X, y, penalty, max_epochs=max_epochs, tol=tol, w_init=None,
X, y, penalty, max_epochs=max_epochs, tol=tol, w_init=coef_init,
verbose=verbose)
w = sol[0]
else:
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