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make test_ridge_regression_vstacked_X less sensitive #23152

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Merged
merged 4 commits into from
Apr 20, 2022
Merged

make test_ridge_regression_vstacked_X less sensitive #23152

merged 4 commits into from
Apr 20, 2022

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MaxwellLZH
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Reference Issues/PRs

This is a fix to issue #23151 .

What does this implement/fix? Explain your changes.

The test error is raised due to the relative difference on a small coefficient, this PR sets atol=1e-3 to avoid such cases.

AssertionError:
Not equal to tolerance rtol=1e-07, atol=0

Mismatched elements: 1 / 3 (33.3%)
Max absolute difference: 7.17563786e-11
Max relative difference: 3.62417193e-06
x: array([-3.677719e+00, -9.925325e-06,  3.448643e+00])
y: array([-3.677719e+00, -9.925289e-06,  3.448643e+00])

@jeremiedbb
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Related to #23017.

Although I think that setting atol is the thing to do as I commented there, 1e-3 seems way too high to me. We want to keep the rtol=1e-7 check for the coefs that are ~1. I'd rather set atol=1e-8.

@jeremiedbb jeremiedbb added this to the 1.1 milestone Apr 19, 2022
@lorentzenchr lorentzenchr linked an issue Apr 20, 2022 that may be closed by this pull request
test_ridge_regression_vstacked_X is not stable #23014
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@lorentzenchr
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Related to #23017.

I'd say it's a duplicate of #23017 for solving #23014. #23017 also increases the fitting tolerance for sag and saga as in the other tests.

@ogrisel
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ogrisel commented Apr 20, 2022

Related to #23168.

@jeremiedbb
[all random seeds]
c418b02 
test_ridge_regression_unpenalized_vstacked_X
@jeremiedbb
wrong test [all random seeds]
aa781c1 
test_ridge_regression_vstacked_X
jeremiedbb
jeremiedbb approved these changes Apr 20, 2022
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Thanks @MaxwellLZH

@jeremiedbb jeremiedbb merged commit 5c3323c into scikit-learn:main Apr 20, 2022
@jeremiedbb jeremiedbb mentioned this pull request Apr 20, 2022
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@lesteve lesteve mentioned this pull request Apr 20, 2022
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@lorentzenchr lorentzenchr mentioned this pull request Apr 21, 2022
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jjerphan pushed a commit to jjerphan/scikit-learn that referenced this pull request Apr 29, 2022
@MaxwellLZH @jjerphan
TST make test_ridge_regression_vstacked_X less sensitive (scikit-lear…
80a967f 
…n#23152)
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@ogrisel ogrisel ogrisel approved these changes

@jeremiedbb jeremiedbb jeremiedbb approved these changes

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test_ridge_regression_vstacked_X is not stable
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