ENH enable LSQR solver with intercept term in Ridge with sparse input #22950
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jeremiedbb
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Mar 25, 2022
glemaitre
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Apr 6, 2022
…scikit-learn#22950) * ENH support Ridge(fit_intercept=True, solver="lsqr") for sparse input * DOC add whatsnew * FIX set solver to lsqr * DOC _get_rescaled_operator * DOC add more details
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What does this implement/fix? Explain your changes.
This PR enables the combination
Ridge(fit_intercept=True, solver="lsqr"), for sparse inputX.Any other comments?
This PR uses the same tricks as in
_solve_sparse_cg, i.e. usescipy.sparse.linalg.LinearOperatorto deal withX_offset.