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lines changed Original file line number Diff line number Diff line change 24
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)
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- def test_graphical_lasso (random_state = 0 ):
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+ def test_graphical_lassos (random_state = 1 ):
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+ """Test the graphical lasso solvers.
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+
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+ This checks is unstable for some random seeds where the covariance found with "cd"
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+ and "lars" solvers are different (4 cases / 100 tries).
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+ """
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# Sample data from a sparse multivariate normal
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dim = 20
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n_samples = 100
@@ -46,10 +51,11 @@ def test_graphical_lasso(random_state=0):
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costs , dual_gap = np .array (costs ).T
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# Check that the costs always decrease (doesn't hold if alpha == 0)
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if not alpha == 0 :
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- assert_array_less (np .diff (costs ), 0 )
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+ # use 1e-12 since the cost can be exactly 0
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+ assert_array_less (np .diff (costs ), 1e-12 )
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# Check that the 2 approaches give similar results
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- assert_array_almost_equal (covs ["cd" ], covs ["lars" ], decimal = 4 )
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- assert_array_almost_equal (icovs ["cd" ], icovs ["lars" ], decimal = 4 )
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+ assert_allclose (covs ["cd" ], covs ["lars" ], atol = 1e- 4 )
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+ assert_allclose (icovs ["cd" ], icovs ["lars" ], atol = 1e- 4 )
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# Smoke test the estimator
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model = GraphicalLasso (alpha = 0.25 ).fit (X )
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