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CI adapt tolerance for test_enet_ridge_consistency (scikit-learn#33949)
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sklearn/linear_model/tests/test_coordinate_descent.py

Lines changed: 6 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -1624,11 +1624,11 @@ def test_enet_sample_weight_does_not_overwrite_sample_weight(check_input):
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@pytest.mark.parametrize(
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["precompute", "n_targets"], [(False, 1), (True, 1), (False, 3)]
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)
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def test_enet_ridge_consistency(ridge_alpha, precompute, n_targets):
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def test_enet_ridge_consistency(ridge_alpha, precompute, n_targets, global_random_seed):
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# Check that ElasticNet(l1_ratio=0) converges to the same solution as Ridge
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# provided that the value of alpha is adapted.
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rng = np.random.RandomState(42)
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rng = np.random.RandomState(global_random_seed)
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n_samples = 300
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X, y = make_regression(
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n_samples=n_samples,
@@ -1660,9 +1660,10 @@ def test_enet_ridge_consistency(ridge_alpha, precompute, n_targets):
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# The CD solver using the gram matrix (precompute = True) loses numerical precision
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# by working with the squares of matrices like Q=X'X (=gram) and
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# R^2 = y^2 + wQw - 2yQw (=square of residuals).
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rtol = 1e-5 if precompute else 1e-7
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assert_allclose(enet.coef_, ridge.coef_, rtol=rtol)
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assert_allclose(enet.intercept_, ridge.intercept_)
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rtol = 1e-5 if precompute else 5e-7
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atol = 3e-11
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assert_allclose(enet.coef_, ridge.coef_, rtol=rtol, atol=atol)
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assert_allclose(enet.intercept_, ridge.intercept_, atol=atol)
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@pytest.mark.filterwarnings("ignore:With alpha=0, this algorithm:UserWarning")

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