FIX: tol in _spectral_embedding.py (#21194)

lobpcg · web-flow · commit 8b18d4cbfc3a · 2021-10-08T16:15:51.000-04:00
diff --git a/doc/whats_new/v1.0.rst b/doc/whats_new/v1.0.rst
@@ -676,6 +676,10 @@ 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`
 ......................
 
diff --git a/sklearn/manifold/_spectral_embedding.py b/sklearn/manifold/_spectral_embedding.py
@@ -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:

Original file line number	Diff line number	Diff line change
`@@ -367,7 +367,7 @@ def spectral_embedding(`
`367`	`367`	`X = random_state.rand(laplacian.shape[0], n_components + 1)`
`368`	`368`	`X[:, 0] = dd.ravel()`
`369`	`369`	`_, diffusion_map = lobpcg(`
`370`		`- laplacian, X, tol=1e-15, largest=False, maxiter=2000`
	`370`	`+ laplacian, X, tol=1e-5, largest=False, maxiter=2000`
`371`	`371`	`)`
`372`	`372`	`embedding = diffusion_map.T[:n_components]`
`373`	`373`	`if norm_laplacian:`