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FIX: tol in _spectral_embedding.py #21194

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Merged
merged 5 commits into from
Oct 8, 2021
Merged

FIX: tol in _spectral_embedding.py #21194

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463ba4e
Update _spectral_embedding.py
lobpcg Sep 29, 2021
f679645
Update v1.0.rst
lobpcg Oct 6, 2021
1dff0ea
Update test_spectral.py
lobpcg Oct 6, 2021
775fcd4
Update v1.0.rst
lobpcg Oct 6, 2021
2e89327
Update test_spectral.py
lobpcg Oct 6, 2021
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4 changes: 4 additions & 0 deletions doc/whats_new/v1.0.rst
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Expand Up @@ -624,6 +624,10 @@ Changelog
every infinite distances to zero. :pr:`20531` by `Roman Yurchak`_ and `Tom
Dupre la Tour`_.

- |Fix| Decrease the numerical default tolerance in the lobpcg call
in :func:`manifold.spectral_embedding` to prevent numerical instability.
:pr:`21194` by :user:`Andrew Knyazev <lobpcg>`.

:mod:`sklearn.metrics`
......................

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2 changes: 1 addition & 1 deletion sklearn/manifold/_spectral_embedding.py
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Expand Up @@ -367,7 +367,7 @@ def spectral_embedding(
X = random_state.rand(laplacian.shape[0], n_components + 1)
X[:, 0] = dd.ravel()
_, diffusion_map = lobpcg(
laplacian, X, tol=1e-15, largest=False, maxiter=2000
laplacian, X, tol=1e-5, largest=False, maxiter=2000
)
embedding = diffusion_map.T[:n_components]
if norm_laplacian:
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