8000 test_ridge_regression_unpenalized is unstable · Issue #23177 · scikit-learn/scikit-learn · GitHub
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jeremiedbb opened this issue Apr 21, 2022 · 6 comments
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test_ridge_regression_unpenalized is unstable #23177

jeremiedbb opened this issue Apr 21, 2022 · 6 comments
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@jeremiedbb jeremiedbb added this to the 1.1 milestone Apr 21, 2022
@lorentzenchr
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On one side, I feel guilty for all the work I've created by introducing those tests. On the other side, the shortcomings of the solvers become evident and - to formulate positively - it seems that sag and saga have room for improvement.

@jeremiedbb
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jeremiedbb commented Apr 21, 2022

What I don't get is that these failures are not deterministic. It's like there's some kind of randomness (but very subtle) with sag and saga. Although for the failure reported here, it happened in 2 CI jobs and the computed coefs are exactly the same in the 2 jobs

@lorentzenchr
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Should we open an issue for this sag/saga?
@jeremiedbb Are you working on this issue or shall I open a PR today evening or tomorrow?

@jeremiedbb
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@lorentzenchr I'm not sure what to do so if you have an idea about how to make it more robust go ahead.

Should we open an issue for this sag/saga?

Probably. I mean it would be interesting to better understand what we can expect with these 2 solvers

@jeremiedbb
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I probably found the source of the randomness (see #23181). At least now the CI runs should be reproducible :)

@jeremiedbb
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With the randomness of the CI, this failure should not appear anymore. Since the global_random_seed fixture has been designed to consider a test passed if it passes for the 0-99 seeds, accepting that failures could happen for some other seed, I think we can consider this a non-issue. Let's close.

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