FIX Add check array for empirical_covariance (#26108)

qbarthelemy · jeremiedbb · thomasjpfan · web-flow · commit f034f57b1ad7 · 2023-05-23T13:35:19.000Z
Co-authored-by: Jérémie du Boisberranger &lt;34657725+jeremiedbb@users.noreply.github.com&gt;
Co-authored-by: Thomas J. Fan &lt;thomasjpfan@gmail.com&gt;
diff --git a/doc/whats_new/v1.3.rst b/doc/whats_new/v1.3.rst
@@ -214,6 +214,10 @@ Changelog
   consistent with :func:`covariance.graphical_lasso`.
   :pr:`26033` by :user:`Genesis Valencia <genvalen>`.
 
+- |Fix| :func:`covariance.empirical_covariance` now gives an informative
+  error message when input is not appropriate.
+  :pr:`26108` by :user:`Quentin Barthélemy <qbarthelemy>`.
+
 :mod:`sklearn.datasets`
 .......................
 
diff --git a/sklearn/covariance/_empirical_covariance.py b/sklearn/covariance/_empirical_covariance.py
@@ -84,7 +84,7 @@ def empirical_covariance(X, *, assume_centered=False):
            [0.25, 0.25, 0.25],
            [0.25, 0.25, 0.25]])
     """
-    X = np.asarray(X)
+    X = check_array(X, ensure_2d=False, force_all_finite=False)
 
     if X.ndim == 1:
         X = np.reshape(X, (1, -1))
