If there is no remark, I will merge this to fix the bug.

Noob question: what is a regression test ?
I imagine that you are not talking about linear regression.

It's a unit test that failed on master and that passes in this PR as a consequence of the underlying issue being fixed. To avoid this issue coming back in the future. For instance the example from the PR desciption would do. In this case, we can try to add it, but it kind of relies on the overall convergence behavior so it might not be very stable with future code changes.

Ok, I will add a test with the same example but only the initialization because the fix is only on the build initialization and this is deterministic and should always return the same number.

I sub-sampled to 500 to avoid long computational time.

test on master gave inertia >= 250 and 2 unique labels.

Is the failing documentation build related to this PR? It seems to be taking too long.

I don't understand the failing documentation.
Locally on my computer it runs alright, I constructed the doc in under a minute.

Update : I just reran the doc in PR #78 , this PR was fine and the doc was alright before and now that I just reran the test without changing the code, the doc failed. I think there is something that changed with circleci that makes it fail but I don't know what.
Do you have any idea @rth ?

If no one object, I will merge this PR as it has been approved.
The failing doc is for me an enigma, as it fails on a PR that succeeded previously. Maybe it is a problem with circle ci.

well, this PR is touching something on the circleci side, and one of those tests is failing, so we should figure that out before merging. One way to diagnose the issue is to replicate the environments locally, and see if some of the tests run with a different speed on different environments (since the error is a timeout)

I tried to set up a docker image (docker image circleci/python:3.8) but for a reason or another my docker image does not has access to the internet so I didn't succeed in checking what is going on with circle ci, and I didn't succeed in installing the circleci cli tool meant to run cicleci locally (this tool is quite new from what I gathered).

Thanks for continuing to work on this package @TimotheeMathieu !

I didn't succeed in installing the circleci cli tool meant to run cicleci locally

yeah that tools is quite cumbersome to use last time I tried.

With CircleCI the easiest is to click on "Restart Job with SSH" https://circleci.com/docs/2.0/ssh-access-jobs/ Then you need to activate the same conda env that's used for tests.

Something like,

~/miniconda/bin/conda init bash
# disconnect, then restart a new SSH connection to take changes into account
conda activate testenv

Here it looks like examples/eigenpro/plot_eigenpro_synthetic.py got a major performance regression, likely due to a change in dependencies,

• on master in the example we had,

  EigenPro Classification with 20 features in 0.89 seconds. Error: 8.6
  SupportVector Classification with 20 features in 0.13 seconds. Error: 8.0
  

• in this PR running that examples shows,

  EigenPro Classification with 20 features in 51.09 seconds. Error: 8.6
  SupportVector Classification with 20 features in 0.20 seconds. Error: 8.0
  

Which is likely due to CPU oversubscription: something (likely BLAS, since scikit-learn should already handle this correctly I think) detects 32 CPU available, but only 2 we can actually used, leading to lots of unnecessary thread creation overhead. Setting OMP_NUM_THREADS to 2 should fix it.

CI is green now, merging. Thanks!