MAINT add parameters validation for ShrunkCovariance (scikit-learn#24108)

Vincent-Maladiere · web-flow · commit f6c571404e0b · 2022-08-24T12:04:13.000+02:00
diff --git a/sklearn/covariance/_shrunk_covariance.py b/sklearn/covariance/_shrunk_covariance.py
@@ -14,11 +14,13 @@
 
 # avoid division truncation
 import warnings
+from numbers import Real
 import numpy as np
 
 from . import empirical_covariance, EmpiricalCovariance
 from .._config import config_context
 from ..utils import check_array
+from ..utils._param_validation import Interval
 
 
 # ShrunkCovariance estimator
@@ -145,6 +147,11 @@ class ShrunkCovariance(EmpiricalCovariance):
     array([0.0622..., 0.0193...])
     """
 
+    _parameter_constraints = {
+        **EmpiricalCovariance._parameter_constraints,
+        "shrinkage": [Interval(Real, 0, 1, closed="both")],
+    }
+
     def __init__(self, *, store_precision=True, assume_centered=False, shrinkage=0.1):
         super().__init__(
             store_precision=store_precision, assume_centered=assume_centered
@@ -168,6 +175,7 @@ def fit(self, X, y=None):
         self : object
             Returns the instance itself.
         """
+        self._validate_params()
         X = self._validate_data(X)
         # Not calling the parent object to fit, to avoid a potential
         # matrix inversion when setting the precision
diff --git a/sklearn/tests/test_common.py b/sklearn/tests/test_common.py
@@ -511,7 +511,6 @@ def test_estimators_do_not_raise_errors_in_init_or_set_params(Estimator):
     "SelectKBest",
     "SelectPercentile",
     "SequentialFeatureSelector",
-    "ShrunkCovariance",
     "SimpleImputer",
     "SkewedChi2Sampler",
     "SpectralBiclustering",
