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[MRG] DOC update Ridge doc for sparse + fit_intercept #13530

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jeremiedbb
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@jeremiedbb jeremiedbb commented Mar 27, 2019

After #13336, Ridge supports solver='sparse_cg' with fit_intercept=True on sparse input.

Also, I don't know if it this is the case for saga but when I try to use saga solver I get this warning:

In Ridge, only 'sag' solver can currently fit the intercept when X is sparse. Solver has been automatically changed into 'sag'.

@jeremiedbb jeremiedbb changed the title [MRG] DOC update Ridge doc for sparse + fit_intercept [WIP] DOC update Ridge doc for sparse + fit_intercept Mar 27, 2019
@jeremiedbb jeremiedbb changed the title [WIP] DOC update Ridge doc for sparse + fit_intercept [MRG] DOC update Ridge doc for sparse + fit_intercept Mar 27, 2019
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After some tests, 'saga' does not seem to behave nicely on sparse input with fit_intercept=True.

@jnothman jnothman merged commit f69b395 into scikit-learn:master Mar 28, 2019
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thx @jeremiedbb

xhluca pushed a commit to xhluca/scikit-learn that referenced this pull request Apr 28, 2019
xhluca pushed a commit to xhluca/scikit-learn that referenced this pull request Apr 28, 2019
xhluca pushed a commit to xhluca/scikit-learn that referenced this pull request Apr 28, 2019
koenvandevelde pushed a commit to koenvandevelde/scikit-learn that referenced this pull request Jul 12, 2019
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