Add a test to check the consistency of the Ridge and ElasticNet(l1_ratio=0) solutions #19620
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TomDLT
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Mar 17, 2021
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Thanks @TomDLT and @GaelVaroquaux. |
marrodion
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…1_ratio=0) solutions (scikit-learn#19620)
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This checks that the coordinate descent solver of
ElasticNetconverges to the same solution as the defaultcholeskysolver ofRidgewhenElasticNetis fit withl1_ratio=0. The value of the regularization parameteralphaneeds to be adapted but this should be expected (see the docstring of respective models for more details).This test was extracted from the draft #19616 PR. They should pass on the main branch so I think it's good to merge as a non-regression test without waiting for the rest of #19616 to be completed.
@agramfort it seems that the dual gap convergence criterion of
ElasticNetis never met when fitting withl1_ratio=0. Not sure if this is expected or not. If not we should probably open a dedicated issue. If it is expected maybe we should change theConvergenceWarningto advise the user aboutl1_ratio=0